I wouldn't worry overly much at this point. Give it a few days and try to "pop" it. It is possible to develop pimples on your labia. I know it sounds gross. But it does happen. My main advise to you is when you try to pop it do NOT be too forceful. If you don't get the popping feeling and relief of the pressure. Leave it be and try again another day. If after a couple weeks it's still there and you aren't getting it to pop, I would suggest you go see a gyn. Even then don't worry. There is no point to worry about something until an expert tells you you have something that you need to worry about. Hope I could help.
FYI, I had one about a year ago. And at first I was quite concerned. But I left it be for a few days and then in the shower I decided to try and pop it and it popped immediately and I haven't had any problems or another one since.
You haven't done anything wrong, they sometimes just happen.