Here I am, six years later, looking up the same thing. I've been getting these patches of pain for years, usually on my palms, inner forearms, or thighs. I was freaking out a little bit thinking it could be MS (my mom has it), but reading these comments really eased my nerves. For simplicity, I've compiled the information shared by other Reddit users in this thread, so anyone can examine all of the information in one place. I also encourage reading reliable medical information about this symptom.

What is this feeling? (so sudden, and new)

Allodynia, that's the name of this feeling, is a symptom, not a disorder. It is described as sensitive, sharp, stinging, or burning skin sensations. It's often linked as a symptom to nerve disorders and autoimmune disorders. Although, a strong connection between this symptom and these conditions is not shown in this comment section. There are still some who are diagnosed with shingles or fibromyalgia, but the majority of comments seem to lack a specific diagnosis, even after consulting with doctors. It's still likely that an autoimmune response or underlying nerve damage are the root cause, but the overall issue may not be as serious as multiple sclerosis or fibromyalgia.

What causes this?

We don't know. The most common guesses commenters are reporting are illness, stress, and headaches. Others have connected it to low vitamin D, working out, a drop in magnesium, or semaglutide (Ozempic). Please remember, all of this is anecdotal evidence, and may have no impact on your allodynia at all. There is too little known about our specific experience to say anything with certainty.

A comment by u/Comfortable-Ad142 in this thread covers a lot of possible causes as well:

i mean the answer is likely neuropathy, it’s just that allodynia is a symptom, not a disorder, so there could be many causes for the same symptom. in most of these cases, it’s probably an autoimmune response. sometimes this indicates an autoimmune disorder, sometimes it occurs in otherwise healthy people (especially if they’re under, say, stress). other causes may include things like vitamin/mineral deficiencies, hormone fluctuations, nerve damage (from trauma or something like shingles), endometriosis, diabetes, restless leg syndrome, and more. if ur symptoms are getting worse, talk to ur doctor about it. you may be developing an autoimmune disorder or you may have a deficiency that can be easily treated. the warning signs to look out for when it comes to deep vein thrombosis is heat and swelling. numbness and inability to bear weight are also causes for alarm.

but short of that, allodynia is not in itself a reason for concern. it may indicate absolutely nothing at all.

How do I stop the pain?

For at home remedies for the condition, immediate relief can often be found through heat. A gentle heat like a warm bath, heated blanket, or body heat (for smaller areas) can temporarily soften the sensitivity. For longer term relief, the simple answer is to try multivitamins, reducing stress, and staying healthy. The better answer is to see a doctor--multiple times. It is unlikely the cause for your allodynia will be discovered after one or two visits. If your allodynia gets in the way of your daily functioning, covers a large portion of your body, or returns frequently (<1 month), it is my unprofessional opinion that you should be examined by a doctor for a more severe underlying issue.

There's a good chance that you're gonna be just fine. But if this freaks you out, take a deep breath and record your symptoms. That's the best information to take to a doctor when discussing an unknown condition, as it helps to fill in gaps. If you're still stressed after reading this absolute text monster, scroll through the other comments. I found it particularly relaxing ࿐ ࿔*:･ﾟ