What Causes A Painful Bump On The Forehead?

I have a spot/bump on my forehead. It's large enough for people to make unicorn jokes, or ask if I've banged my head - but I know absolutely that I have done no such thing. This bump (I don't really think it's a spot as I've tried sqeezing it but nothing comes out) is incredibly painful and has come and gone 3 times since January, what would you think it is, would you advise me to see my doctor?