I've had one. If it's the same thing I had its pretty common. Especially when pregnant. It was like a frozen pea. But hurt REALLY bad. It eventually went away all on its own and I haven't had it since. That's when I was about 13 weeks. I'm now 21 weeks.
I believe I have had that, but way before I was pregnant. I think I've had it twice. Dunno what it was, I never got it checked out. I figured it was either an ingrown hair or my undies rubbed against me the wrong way. But it was a tiny thing, and it went away on its own. I think I tried popping it, but it never popped. It hurt like a mofo though. Lol.