And what that says about location/cause of pain.

If your pain is -------------------------------Then it most likely is from
Cramping/dull/achy ------------------------------ Muscles
Sharp/shooting ---------------------------------- Nerve Root
Sharp/bright/lightning ---------------------------- Nerve
Burning/pressure/stinging/aching ------------------ Sympathetic Nervous System
Deep/nagging/dull -------------------------------- Bone
Sharp/severe/intolerable -------------------------- Fracture
Throbbing/diffuse --------------------------------- Vascular (blood vessels)

I also know that connective tissue pain is usually a burning pain.

These are simply guidelines though. Muscle pain can also be really sharp if there is a trigger point (knot) in the muscle. It can also cause referral patterns that produce a bit of a burning sensation as well.

HTH