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There are a number of things that could cause your elbow pain. Types of injuries would include strains (over stretching of muscles or ligaments), sprains (tearing of ligaments), fracture of bone, or bursitis (an inflammation of the fluid sac that is between the bones and tendons in your elbow).
If your pain is at the tip of your elbow you may have a bursitis, called "olecranon bursitis". Here is a link that explains: Elbow (Olecranon) Bursitis
Or, a fracture could also cause pain in this area. Here is another link: Elbow (Olecranon) Fracture These links have explanations and pictures so you can better understand the anatomy.
You may also have osteoarthritis in the elbow, which can result after an injury to the elbow. Whatever the problem is, xray would be the first step, after physically examining the elbow, to find out what the problem is.
Most injuries will gradually heal with some supportive help:
---Rest the joint (try not to put any weight on it),
---apply ice or heat as needed,
---elevate your arm especially if there is swelling, and
---use an elbow support brace that you can get at your local pharmacy. Here is a link for a picture as an example: Elbow Brace