Hello,
Thank you for contacting me at "Ask a Doctor". I will try to answer your question to the best of my ability.
There could be several causes for this problem.  I would suggest that you see a 
primary care physician or an orthopaedic specialist, for a complete physical examination.  They will need to examine your shoulder in detail, and also examine your 
cervical spine.
Issues that come to mind include a problem with the shoulder itself, for example, 
tendinitis, or 
capsulitis.  Another likely issue is that of 
referred pain from the cervical spine.  Sometimes, a disc problem in the neck can cause referred pain to the shoulder.  This results in sensations such as burning, tingling, or pain in the arm.
In my particular practice, we would certainly consider taking some plain x-rays of the shoulder and cervical spine.  I do not think an MRI is needed at this stage.
For pain relief I would take an anti-inflammatory such as 
ibuprofen and apply ice to the shoulder.  It's 
stiffness is an issue, then heat can certainly help.
I hope this information is useful for you. Please do not hesitate to message us back if you have any further questions.
Best wishes,
Adrian Rawlinson MD