You have 4 glands in that area -- two on each side. They are the Skene's glands and the Bartholin's glands. One of them is infected and is causing you this pain. Google them to find out which you have and determine your options. Sitting in a hot bathtub is known to help them drain sometimes. Good luck.
If it's in the crease between the leg and then vulva (where your pubic hair starts), then it could be a lymph node. Google Bartholin's glands, though, and see if that's the right location. Ingrown hairs can also cause issues, and are much more common if you shave, although they can happen to anyone. Warm soaks are good, and a donut pillow might help relieve the pressure when sitting. You should also avoid tight pants for now, and go with granny panties to let the area breathe and not be constricted.