I gave up smoking 4 weeks ago after being a heavy smoker for 30 years. I am currently experiencing physical pain in my right upper arm only in the early morning (around 4am) but once I get up it goes away after about 1 hour.  Could this be anything to do with quitting smoking??
No it is not connected with smoke with Chat Doctor.  It is connected with cervical disc problem which has just started. When there is no pain, do Yoga postures for neck (no jerks please), do deep breathing and avoid high pillows. You may apply some muscle relaxant gel on back and sides of neck and the portion of arm that pains, preferably after hot fomentation on these parts. This will relax muscles and pressure on nerve will release. If pain is much any anti-inflammatory 1 s.o.s. may be taken but don't make it a habit please. To my own patients I start Turmeric powder 1/2 tsp with warm milk or water for natural anti-inflammatory effect besides yoga postures for neck. Physio is also an option. Hope it helps you.