I would recommend seeing an orthopedic surgeon
-- a doctor
who specializes in the bones and joints. This is a concerning symptom. Fortunately, there is likely a fix.
The shoulder is actually a very complicated joint. Much like the hip -- it must bear significant weight however also must be very mobile. The shoulder moves in many different directions (has a high degree of freedom) compare with other joints like the wrist that just flex/extend. As such, the body has designed a fairly complicated system to hold the joint in place, namely a series of ligaments. Unfortunately, in some people these ligaments do not develop correctly or are damaged. In these cases, the body cannot sustain the weight of the joint and therefore it jumps out of place. Based on how it is coming out of place, your doctor can often determine which ligament is not working.
There are a number of ways to fix this. One is surgery
to replace the broken or malformed ligament. Another is simply to put it in a brace and allow for other muscles to strengthen and hold it in place. A thorough evaluation by a surgeon can help determine the best option.