Physical
Pain in dreams is an interesting phenomenon. Sometimes, a peculiar sleeping position becomes the trigger event for a painful dream. It's the body's way of saying, "Hey stupid, roll over." However, the ability of the brain to produce physical stimuli that match the dream event is an amazing thing. It makes dreams that are emotionally realistic even more real.

Often, the pain sensation is related to a particular facet of body awareness or relationship disparity. Nowhere is this more apparent than in dreams of injury, infection, and amputation where physical sensations accompany visual images. Try to recall where the pain was centered, and relate that body part to aspects of your life that are applicable.

Was the pain caused by you, another person, or an object? Was it caused purposefully, or by accident?

Was the pain acute or merely a nuisance?

Psychological
In dreams, we are often faced with dilemmas that create a lot of anxiety for the dreamer. Some of the things we do not know directly in our self-awareness are unknown because the trauma of unmediated awareness would be devastating. If dreams cause psychological pain, it should be treated much the same way as physical pain.

Does it hurt enough to get help, or just a little bit when precipitated by peculiar actions?

How often does it occur, and is it staying the same or getting worse?

Does it interfere with daily routines because the lingering pain is so troubling?

Do you feel you have enough knowledge and resources to treat the pain yourself, or does it feel as if the pain has deep roots in your life?

Depending on how you answer these questions, you may wish to seek professional help dealing with the psychological pain of dream events.