I agree with all above- an acute infection could cause painful skin.
On the other hand, MS can give you skin that pinches, scrunches, has spiders crawling over it, feels wet when it's dry, feels cold when it's warm, feels like you have a stitch sewn through it, has a voodoo doll fan sticking pins in it, itching, scratching and tingly. All at once or of course any combination of...