I have a bump inner thigh where I usually shave I tought it was a clogged hair follicle but the bumb is bigger and there a little pus?

Folliculitis. It sounds like you may have an infected hair follicle which can initially appear like a pimple. Sometimes this may turn into a furuncle or abscess. Place a warm cloth on the area - this will help with blood flow and healing. If the lesion gets bigger or you have fever see a doctor as you may need antibiotics.