Hi,
I've been taking Lyrica for 10 months now and it does help keep my nerve pains more at bay. However, I've never had any itching while taking it.
But, in the prescribing information for Lyrica, though it's not common, hypersensitivity reactions can be a side effect (such as itching, hives, angioedema). So you definitely should call your doctor....but what you could do first is go talk to your Pharmacist. The Pharmacist is the expert on medications, etc..