I had a small pointed bump on left side of left shin bone, and after going to a gym, there is another less than size of pea? first one had been there.

Most often contusion: Bumps that appear right over a bone are typically the result of trauma/contusion. Usually there is a leakage of fluid which results from trauma against the hard surface of the bone. Perhaps, this has extended, causing what seems to be another bump. I would apply ice to these and watch for any discoloration such as bruising. If they persist for a week or more, contact your doctor for evaluation