What do I do if leg pain comes out of nowhere I'm a very active person?

Depends on the cause. Your pain could be as a result of many different things. A thorough history and physical exam and possibly some laboratory and radiology exams are needed to determine the exact cause. Causes of pain may include: trauma (fracture, sprain, arthritis), infection, metabolic conditions (gout), circulatory, musculoskeletal or biomechanical abnormality and neurologic conditions (neuropathy).
Leg pain w/ activity. Leg pain with activity can suggest several different things. If you have risks for vascular disease, partial circulation blockages could cause it. If ur doing sports, etc & not warming up & stretching, this could play a role. Sometimes random nerve-type pain can suggest neuropathy. Leg cramps could be a sign of dehydration or electrolyte imbalances. Ur doc will get more info & exam & try to help.