If this persists, I would definitely see your gyn about it. It could be as simple as a saddle sore or could possibly be a bartholin's cyst as well. Unfortunately if it's the latter, you could get some major swelling in the area as well.
A couple years ago, I had a sudden pain and swelling in the labial area and it was excrusiating. The swelling got to the point it was as if I had grown a testicle Not to scare you but generally with a bartholin's cyst, they lance it to drain the infection. When they saw my growth, they assumed that it was a bartholin's and tried to lance it, they couldn't get anything but blood from it. After several attempts and increased pain and swelling, they decided surgery was necessary to remove. In my case it ended up NOT being a simple bartholin's cyst, but a more RARE angiomyofibroblastoma tumour. It was removed and found to be benign, but any time I have a twinge of pain in the same area, I'm always nervous that I've had another tumour occur.
Good luck and I hope it heals quickly and completely for you.
Mary