I have had the same thing happen. Just squeeze all the pus out and disinfect it. It should go away but just keep an eye on it.
Stab at it with a safety pin, squeeze out as much of the pus as possible, then rub/soak in rubbing alcohol to prevent further infections. I had a very swollen middle finger one time, sqeezed it, and a greenish yellow pus came out from the side of my nail. Scared me silly.