It could be from shaving (if you shave there), ingrown hair,
a fistula, etc, but you should see your doctor for this to avoid any unwanted complications.
Even if it may be nothing serious, peace of mind is priceless!
Best
Hello~Please, whatever you do, don't break it, you don't want to get an infection. I would see your gyn and have it looked at and possibly be given an mild antibiotic, he/she will also probably lance it.
I hope it is gone by now, but if not, please see your doctor. God bless You.