Hi.
Is the involved area near the nails?
This may be case of paronychia which is a soft tissue infection involving the skin of the digits particularly that near the nails. Also, pompholyx or dishydrotic eczema may be a differential which may present with burning and itchiness. Is this applicable in your case?
I suggest that you have this evaluated by your physician. The pain and the swelling may suggest that there may be an underlying infection. You may need oral antibiotics for this.
on looking at my thumb its several of these all in 1 area. (Total size of all is about the size of your average blister you get when raking etc) If I pierce one I would have to pierce each to release the pressure in all