Sorry I mean to say Lump. Autocorrect is harsh sometimes.
Ya, autocorrect hates me. ha ha. It has ruined many a post and text in my life! Anyway, so, don't touch the lump. It could be a small harmless cyst and you don't want it to get infected. Or it could be a swollen lymph node as we have those there, also harmless usually. Try not to worry though as my guess is the causes aren't dangerous. Do you see a doctor once a year or have an ob/gyn that you see? They can easily check this for you.
Because you mentioned leg/thigh and vaginal area, it might possibly be a hernia. Here is a description.
"A hernia occurs when an organ or fatty tissue squeezes through a weak spot in a surrounding muscle or connective tissue called fascia. Included in the most common types of hernia are inguinal (inner groin) and femoral (outer groin) hernias."
Certainly if some fatty tissue squeezed through a spot in the surrounding muscle and got trapped, it would hurt. I'd go see the doc.