Bump?

I have a bump that showed up about two or three weeks ago in the crease of my thigh close to my vagina. It was rather large when I first found and popped it and all that came out was a clear liquid. It has since gone down but hasn't gone away. It's hard and has no head on it now and hasn't caused pain until now, but that might be because I've irritated it. It feels as though it's connected to something inside my body but I don't know what it could be connected to but it also might not be connected to anything? If it helps I'm currently 5 weeks pregnant if that could have cause it to pop up a few weeks ago? What is this?