I have a small lump on the side of my neck that is moveable, I noticed it a few weeks ago, should I be concerned?

Many things. Could be taut muscle band or muscle spasm called a tender point or a trigger point. This could also be a swollen lymph node, especially if you were recently sick. Other things could be a boil or a lipoma. If it is bothering you and does not resolve, see your doctor for further evaluation.