Pimple/boil on inner thigh by anus, painful and doesn't wanna pop. just appeared. what is it?

See below: May be a boil. Try heated compresses to draw it to a head to open & drain. If not responding to that, see fp for exam & treatment.

Perirectal abcess: Do not attempt to pop. See your physician very important completely evaluated. Antibiotics sometimes surgery required.

Boil: It's probably a boil. Boils are initially solid before they liquefy and produce pus. Sometimes they just go away without producing pus. Best to leave it alone. Most of these are self-healing. If it becomes very large then see a physician.