It is important to seek medical help and get the lump examined. Based on your description it seems that it could be either a boil or a recurrent subcutaneous thigh abscess. These are known to recur if untreated as focus of the infection persists once it is healed and may erupt from same or nearby spot. If it is a boil or abscess antibiotic cover and analgesics may be needed. Also rule out possibility of a lipoma, DVT and muscle spasm. A complete medical history and clinical examination will be helpful.
Take care and regards!