Pain is a very common dream symbol and one of the reasons people do not like dreaming is due to the commonality of this dream. Feeling pain in your dream is a very real experience. One very common meaning that goes back to Freudian interpretations is that experiencing pain in your dream implies that you are being very hard on yourself in some area in your waking life. This is even more true if a situation occurred that was beyond your control.
Pain in your dream also suggests that you may have a health problem, so pay very close attention to where the pain is felt in your dream. It is never a bad idea to have something checked out based on a dream experience, most doctors have heard at least one of their patients experience this.
Pain in a dream can also serve as a metaphor, so for example if you are experiencing pain in your neck in your dream and a person from your waking life that annoys you is also present, the metaphor is pretty obvious. Another example would be the runner who dreams of pain in her leg and her coach is present, the metaphor could imply that this particular coach is not the best for her success in the long run, and could even be blocking her progress. Pain anywhere, in waking life or in the dream world, suggests a need to slow down and review on things that are holding you back from being all that you can be in your life.