I've had this problem also. It was actually kind of funny, I had an arrow sticking directly out of my forehead for a while, it looked very painful. It went away on its own after a while, though. Or maybe I just got hit by three arrows or something, I'm not sure.

I ran into this, then tried getting hit with more arrows, which just moved them, then took all arrows out of my inventory and they went away. I actually haven't had the problem again since, but I've definitely been hit with arrows/ice spikes afterwards. I have no idea why that is, though.