I have black heads on my iner thighs and on the lips of my vagina. I get these pimples on the top of my vagina. I got them when I had my first period.

See a doctor. See your doctor and have him/her check it out. It is not likely to be anything serious but it's worth having a dctor to take a look. Treatment will depend on what it is and what your symptoms are.
Usually not serious. Need to see a physician for diagnosis and treatment. This may need long term follow up.