Sounds like your ciatic nerve it runs from your toe to your neck and with the pelvis moving it can get trapped at time (sorry not sure of the correct spelling for it - but I have had that before)
what do I do about it? is this something I should be worried about?
Not really. I went to the gyni and he referred me to a ciro for pregnant woman but basically it will shift again. But speak to your doc about it and no its not dangerous just sore