I've been having bad pain in my hips and thighs when i sleep or lay on my sides for too long. what could it be?

Orthopedic problem?: Sounds like a problem with your joints but it could also be related to the spine and something called a radiculopathy where a disk is pressing on nerves. I would definitely see your doctor asap as he will need imaging studies to really find out.

Bursitis: Side-sleeping is associated with hip and shoulder bursitis. This is best treated by avoiding side-sleeping, or placing a pillow between the legs while sleeping. Hip stretching and deep tissue massage help. Ice and anti-inflammatories help. Formal physical therapy can help. Occasionally, cortisone injections will be needed. Start by confirming the diagnosis with an orthopedic surgeon.