If you want a real diagnosis, see an orthopedic doc.
If you want a guess by myself, we can do that..
1. Google a pic and mark where it hurts.
2. What exercises hurt? Which shoulder articulations hurt?
3. What type of pain is it? Burning? Ache? Tingling? Sharp?
4. Acute or chronic? What date was onset?
5. Any previous injury history?
6. How's your posture?
7. What is your current workout routine for that bodypart? Do you play any sports?
8. Have you been training through pain? If so, how long?
9. Check the tissue quality of the surrounding muscles. Which ones are tight? Which ones are tender? Is there any swelling?
10. What have you been doing for recovery purposes?
11. Any other information I should be aware of or that comes to mind that may help?
Initial impressions -- Pain deep in the shoulder joint generally isn't a good thing... could mean labrum.
I would definitely recommend seeing an orthopedic doc if at all possible.