According to Penguins coach Dan Bylsma, James Neal is now "more week-to-week than day-to-day" meaning the injury must be a little serious.
James Neal left the Penguins game vs the New Jersey Devils on October 3rd in the first period. Neal was a game-time decision for the game after missing Wednesday's practice and the Penguins game-day skate on Thursday. After leaving the game in the first period, Bylsma said it was an aggravation of the same issue.
Neal's only upper-body injury history includes a concussion sustained last April which caused him to miss 8 games. The Penguins are being cautious and vague, so it's hard to figure what Neal's issue is. It sounds like either he re-aggravated a hush shoulder issue or sustained a concussion relapse. Hopefully we'll know more soon.
UPDATE: @DavidMTodd on Twitter (ESPN Pittsburgh Radio Host) tweeted on October 8th:
"Was told by source #Penguins James Neal's injury is something similar to strained oblique. Suffered it when Pens played whiffle ball on ice."
So it is an "upper-body injury" but not where many thought (head/shoulder) but rather in the chest/abdomen. Also, it wasn't suffered during hockey so the Pens have to be disappointed in losing their 40-goal scorer this way.