Tell me please which one of the folowing sentences is correct.
Because I have pain in my arm, I cannot pull it.
Because I have a pain in my arm, I cannot pull it.
Both are correct in colloquial English.
pain as a countable noun, e.g.
a pain in my arm and a pain in my leg, the other as uncountable, which, like water, does not require an article. It's a very small difference, and would go unnoticed in connected speech.
That said, a doctor would be more likely to use the uncountable form, e.g.
Do you have pain when walking?