People get this kind of thing all the time happycheeks. I know I do. It's that thing they call the "funny bone". There are lots of nerves around the elbow and there is very little fat tissue and all bone. When leaning on the bony part of the elbow, you are leaning on the nerves as well and they will give you that feeling of a shock and pain. As far as I know, it's nothing to worry about and you just have to change how you lean on your elbows hon. It truly is a natural thing that is happening. I'll bet that if you were to lean on something soft and cushy, you don't find it happening right?