Dream Dictionary -

To dream that you are in pain, signifies that you are being too hard on yourself with regards to a situation that was out of your control. It may also be a true reflection of real pain that exists somewhere in your body. Dreams can reveal and warn about health problems.

To dream that you are inflicting pain to yourself, indicates that you are experiencing some overwhelming turmoil or problems in your waking life. You are trying to disconnect yourself from your reality by concentrating on the pain that you inflicted to yourself.