This is very common for a beginner. Usually, when someone starts doing upper body exercise they generally feel them in the arms (I'm referring to compound movements, such as bench press or barbell rows). As you progress in weight in these exercises, the arms can not keep up with the weight increase and your body has to recruit the larger muscles in order to get the weight up.

Just keep at it. In a few months you will start feeling the weight in the muscles you are supposed to.