It sounds like you injured a rib or another part of your chest wall during hockey. Sneezing requires the sudden use of many muscles in the chest wall and causes the sudden movement of many joints all at once. If you have an injury to a rib, this will cause pain every time you sneeze, breath deep, or cough.
When you injury yourself during a contact sport, it is always best to see a doctor to be evaluated. In your case, you need someone to examine your injury, and make sure you have no concerning findings. You may also need to have an x-ray of the injured area to document whether or not there is a fracture. If you have a fracture of your rib, this would prompt you to avoid contact sports for some time to prevent further injury.
I suggest that you schedule an appointment with your primary care physician
(family doctor or internal medicine doctor
). If you are still under 18, and you see a pediatrician
, then you can schedule an appointment with that doctor. You can get your injury looked at carefully and get an x-ray if necessary. Until then, I would take it easy with the contact sports.