He was feeling lonely.
I think Technical Boy was harming himself. From a passage after the one you quoted (emphasis mine):
“Just wanted to talk,” said the fat kid. There was a whine in his voice. “It’s creepy in my room. That’s all. It’s creepy in there. Fifty miles to a McDonald’s, can you believe that? Maybe I could stay in here with you.”
“What about your friends from the limo? The ones who hit me? Shouldn’t you ask them to stay with you?”
“The children wouldn’t operate out here. We’re in a dead zone.”
[. . .]
After a few moments the noise began. It took him a few moments to figure out what it had to be, then he unlocked his door and walked out into the hallway. It was the fat kid, now back in his own room. It sounded like he was throwing something huge against the walls of the room. From the sounds, Shadow guessed that what he was throwing was himself. “It’s just me!” he was sobbing. Or perhaps, “It’s just meat.” Shadow could not tell.
Author's preferred text, chapter 14.
"It's just me" can mean Technical Boy was reassuring other people that he's the only person in the room; or he could be saying that he's all alone. This interpretation can be reinforced with Mr. Nancy's words:
“Hey. Czernobog,” said Mr. Nancy, after a while. “You check out the technical boy back at the motel? He was not happy. He’s been screwin’ with something that screwed him right back. That’s the biggest trouble with the new kids—they figure they know everythin’, and you can’t teach them nothin’ but the hard way.”
From the choice of words of Mr. Nancy, and from the fact that Czernobog was in his room at the moment ("“Quiet!” came a bellow from Czernobog’s room, down the hall."), I don't think he could be beaten by either of them. It couldn't be the driver either, because he was standing near the car only a short time after, when Shadow walked out of the motel.
I think this is the equivalent of drug abuse, but for gods - technical boy was too used to getting constant worship (when "connected"), and not used at all to not being worshipped (as Radhil mentions - similar to drug withdrawal). He couldn't imagine not being worshipped, as he couldn't imagine being in a place 50 miles away from a McDonald's:
Fifty miles from McDonald’s. I didn’t think there was anywhere in the world that was fifty miles from McDonald’s.
That, and him being possibly the youngest among the gods met in the novel, would mean he had to be taught that he depends on constant worship "the hard way". I would say that it looks like the symptoms of Internet withdrawal, but the novel was written in 2001, and I'm not sure how widespread Internet addiction was those days.
If one was to take into account another "youngest" from Neil Gaiman's works - Delirium - one would see that she has some problems with behaviour as well (no self-harm, though).