There are a variety of possible reasons for your pain. The most likely is a rotator cuff impingement from overuse. This is often treated well with rest, over the counter ant-inflammatory medicine (such as Advil- if there are no stomach or kidney problems) and physical therapy focused on rotator cuff strengthening.
Other causes include, shoulder instability, rotator cuff strain, rotator cuff partial tear, or even a tear of the labrum (cartilage cushion). If you have already tried some rest and exercises with no relief, then I suggest you see an orthopedic doctor for an evaluation and formal treatment program.
Anyone that participates in athletic activities, especially hockey, may need to see a sports medicine doctor at some point. Preventative medicine is always the best medicine. So then, yes, you should see a sports medicine expert to review all possible preventative measures in your sport.