I have a lump on my hand weeks after it was hit. It is quite sore still. Should I be concerned?

See a hand doctor. It's hard to make a diagnosis bases on the information you have given. If the lump is on your wrist, it may be a ganglion cyst. If it is on your hand or finger it is less likely to be a ganglion and may be a hematoma - collection of blood from a broken vein that will resolve over time. To be certain of your diagnosis, you should see a hand specialist.
Needs ortho eval. Persistent pain and masses are bad. May mean fracture(bone break), dislocation, hematoma, tumor, infection. You have given it a chance to spontaneously heal. Now get it evaluated by orthopedics before you create permanent injury from a remedial problem.