Why Do My Muscles Hurt So Bad? It Feels Like

Why do my muscles hurt so bad? It feels like nails just digging into them . It also feels very tight and I often have shin splints. Its always during the cold and when I exercise. I already went to the doctor but they didnt find anything , they just told me to lay off the the sports. Please help :(and physical therapy hurts even more. Im 14 it also goes to the rhythm of my heart beats (these hurt even more . They are like needles poking in alot of times)