How To Get Rid Of Pimple On The Top Of My Scalp?

I had a pimple on the top of my scalp. I pulled the hair out of the middle of it. At the end of the hair I noticed a white sheath of some sort. Also, there was a red ball at the tip. My scalp also had a little dot of blood on it. What is that at the end of my hair and why did I bleed???