I sometimes get a deep, burning sensation that goes away. I don't know if that is normal or not. Sometimes it is prickly and weird. But only happens when I'm pregnant and doesn't last. Nipples are sensitive (HATE for them to be touched!). Mine do not hurt near my underarms. Everyone is different. ;-)
Right at first, mine hurt up by the armpit too...along with the nipples. Then the whole things would hurt and they continued to hurt for like 3 months!! Oooh it was terrible. Some days I couldn't even let the shower water hit them!!
Good luck though...when they hurt under the arm pit I think it's a good sign!! :)
Mine always hurt around the outside (close to my arm pit). My nipple area never got sore though. I think it is just different for every woman and can probably even vary by pregnancy.
It was always the nipple area for me. I didn't even want a loose shirt on because it was so irritating.