"Ukemi does not hurt, it is only the landing part"
When landing, make sure you contact with maximum part of your body. In jujutsu type of breakfall, you want to land flatly along the side of your body, making contact with the major muscle part.
If you feel shoulder hurting, you most likely has banged it against the mat. If not, the most likely you have injured your shoulder from somewhere else.
If you have fear or lack of confidence, do ukemi using a crash mat to build confidence in a safe manner.
Remember, the contact during landing is at the side of your body. Click on the link
for illustration, see under yoko-ukemi and yoko zempo ukemi.