Questions & Answers about Мой палец болит, потому что я случайно порезал его ножом.
Both are grammatically correct, but they feel a bit different in everyday speech.
- У меня болит палец (literally “At me the finger hurts”) is the most common, neutral way to say “My finger hurts.” This is what people usually say when complaining about pain.
- Мой палец болит is also correct, but it emphasizes ownership: my finger (as opposed to someone else’s).
- It might appear in a contrast: У него всё нормально, а мой палец болит. – “His is fine, but my finger hurts.”
So in casual conversation about symptoms, У меня болит палец or just Палец болит are more typical, but Мой палец болит is not wrong.