yes you should worry and get it checked out at the dr. anytime u get a bump under the skin and not know what it is u need to get it checked out
How do you know exactly if this isn't a zit or a pimple? The only way of knowing that if knowing that is put in a needle to see if it pops.Could also be a boil as well. Happened to me once.
Put a washcloth over it (warm). After a day has gone by, look into these questions, Is the bump smaller? Is a color that it's normal (usually a bump into a bone is white, a pimple and zit is red, and a boil is purpleish)?
after that day and if it's still there, then I should worry about it and go to the doctor for further tests.
I had a mole there. They cut it out. Said it wasn't cancerous but had funny looking cells.