Hi--a Few Days Ago I Discovered A Hard Lump Under

Hi--a few days ago I discovered a hard lump under the skin like a pimple. It appeared out of nowhere quite quickly. It is slightly red like a pimple would be, but it feels like a hard pea is under my skin. I tried to drain it by puncturing it with a sterile needle but there is nothing draining. It is uncomfortable to prod it, as if there is pressure needing released inside it, which is why I tried to drain it. How can I get rid of this as fast as possible?