With the right bra, I’m okay. I used to have dents in my shoulders from the straps, but at that point in my life I had not been properly fitted.
Note that this is entirely my fault. When I was in college somebody got a handout on the proper way to measure yourself, so we all did, and I came out as a 30H, or some ridiculous thing. I knew that couldn’t be right, because bras don’t come in H. So I spent years wearing a 32DD if I could find it, and a 34C if I couldn’t, and those were not the right bras.
Turns out, they do come in H, only I’m bigger now, so it’s 32G.
With the wrong one, not only did my shoulders ache, but running, dancing, and riding were very uncomfortable. For dancing I used a combination of sports bra and Ace bandage. (The “mummy” track.)