The skin of teh outside of the thigh is supplied by the lateral femoral cutaneous nerve which is often pinched and causes burning, numbness or tingling in that area. It is more common if you have lost or gained weight quickly or wear tight clothes that pinches the nerve. Lying on the nerve may also compress it and cause symptoms which may be why you wake up at night. THe pain take a while to develop, that is why you do not wake up strainght away. Your doctor should evalaute you for any reason for this nerve to be pinched, then try to avoid a position where it is being pinched!
I have been an over the road truck driver for years and I was diagnosed with MS in 1989 and when I started have pain in my lower back, hip and thigh that hurt so bad I could not stand it I went to a chiropractor. It took him several weeks but I am pain free now. My neurologist thought it was a good idea. The chiropractor uses the gonstead method of chiropractic. It feels fantastic to wake up without pain nor have it during the day anymore. Saves a lot on the advil I was taking that I was told could be eating up my liver and kidneys. No more thight ir back pain. Out to try it out. Worked wonders for me
COULD BE MUSCULOSKELETAL--- A HIP IMBALNCE. HOW'S YOR POSTURE???