I have a couple white bumps on my genitals that are kind of like white heads but they never go away, what are they?

May be skin cysts. A little bump on the skin that has whitish stuff inside, but is not pus as in a pimple, is likely a skin cyst that contains skin oils and skin cells. A primary care doctor or a dermatologist can look at it to see what can be done. Sometimes, keeping the cyst empty for a while will allow it to shrink in size. On a penis, tiny permanent whitish bumps near hairs may be normal and not need removal.