I have small somewhat rubbery lump on my upper thigh, any ideas as to what it can be? kind of worried.

Could be a lipoma: It is probably a benign lipoma or fatty tumor but could be a cyst or other benign mass. If you are worried, you should see a surgeon about removing it.

Lipoma: Our fat layer normally grows in a sheet. This keeps us warm, protects us against trauma, and is a source of energy. For some reason (trauma?), you may have developed a fatty swirl on your upper thigh rather than a smooth, flat fatty sheet layer. Another possibility is that this is a sebaceous cyst. If you don't like they way they look or feel, you could have them surgically removed.