Stomach pain when sleeping on left side

At 36 weeks your belly is really heavy and the position you sleep in can put pressure on different organs and ligaments, so some discomfort when shifting sides is fairly common. That said, since you are describing actual pain rather than just mild discomfort, it would be worth mentioning it to your gynae or midwife at your next appointment, or sooner if it gets worse. They can check whether it is just positional pressure or something that needs a closer look, just to be safe.