Re: little painful bump between thigh and anus?
It's probably an ingrown hair that has formed a cyst.
Be careful about picking it, though... my husband once ended up with a staph infection from picking at a painful bump in that area.
If it is an ingrown hair/cyst and you leave it alone, it will either reabsorb into your body, possibly over a period of weeks or months, or else it will come to a head eventually and rupture on its own.
If this happens, I'd strongly advise applying an alcohol compress at once.
In fact, you could do that now. It won't hurt anything, and it may help the bump to resolve itself one way or the other.
If it starts to get huge or terribly painful, or if you run a fever, please go to the doctor.
Trust me, they've seen it all before (imagine by husband's embarrassment when he had to go get his staph infection lanced... not once, but three separate times).
Do you have any friend or trusted adult who could look at it and at least tell you what color it is?
Or can you see it using a mirror?