It really does depend. The pain could be coming from several things. Some are more concerning than others.
If your locks are new, your scalp might be a little sore from the starting process. This should go away within the first few washes.
Another reason your scalp could be sore is constant tension. Are you pulling on your locks or snagging them? One lock at the nape of my neck gets pulled too tightly when I wear my hair in a ponytail, so I get a bit of soreness and some bumps on my scalp. If this sounds like you, then alleviate the sources of tension by styling your hair looser or by pulling on them less.
Tension on the scalp can also be caused by poor sectioning. If you started your locks with grab-and-go sectioning, rather than using straight, neat part lines, you might have some hairs crossing at the roots, and this can pull on the scalp and cause discomfort. The easiest way to rid of this is to brush your locks out and start over.
With partial installs, wandering hairs are more of a problem and can be pretty painful in the beginning. So long as you stay on top of separating your locks daily and maintaining loose hairs, it should be fine as they mature.
I’m sorry I can’t say anything specific, but I hope some of this was helpful!