I have very painful sharp stabbing pains in my right thigh. Not caused by injury. So painful it takes my breath away. What could it be?

Many possibilities. A detailed history of the problem and a thorough physical exam are essential to find out what is wrong, it can be nerve root compression from your back, it can be local bone issue in your thigh? So best if you contact your physician and get evaluated. Good luck and feel better.
It is difficult to b. Difficult to be certain. If the pains are infrequent, then i would not be anxious about them as they will likely go away. Most pains caused by anything real, are persistent and progressively get worse. Then we know something is going on. But transient sharp pains are rarely a cause for concern. Try taking tylenol (acetaminophen) for a couple of days and see if the pain settles down; take 2 tablets every 6 hours.