You don't give enough information about the location to say what it might be, but in case it's not a zit you should investigate the more serious infections of the "Bartholin's gland" and "Skene's gland". Good luck.
it's probably a big old zit. when you start shaving down there the hair folicles can get clogged up with oil/sebum that natural comes from your pores. it's like an ingrown hair.