I have a small bump, what feels like a cyst, on the back of my thigh on my hamstring - is that common or could it be something else?

Hard to say: This could be a cyst; or a fibroma/lipoma. However; without visualizing it or palpating it it is difficult to say. Best advice is to go to your doctor and have him examine you; this way you can get a definitive answer.

???: Is it on the skin surface or inside on the muscle? Cysts on the skin durface are really common but not all that common muscle and are usually related to trauma

Dermatofibroma: One of several possibilities include a dermatofibroma which is scar tissue from an infection or bite. There are also skin tumours which can be cystic in nature. It is impossible without an examination and possible biopsy to tell what this is? Have it checked.