What should you do if you have red itchy dots that won't go away all over your legs?

See dermatologist??: "itchy red dots" would generally be interpreted as a rash, best evaluated by a good dermatologist. If you've been walking through infested grass in the south, it could just be a case of "chiggers!" (a sarcoptic mite whose actual host is the grasshopper!) and you'd dust your socks with sulphur or avoid the grass. If it's a rash, there could be more serious problems to consider...