I woke up and noticed that I had a bump on the outside of my leg. It doesn't itch but it looks like there's a white head or some liquid inside and it?

Leg lesion. You need to provide more information : the size, is it painful? is it red around the " whitehead"? It may be as simple as folliculitis, an inflammation of the hair follicle but please send more detailed description. Meanwhil do not squeeze it- put a warm compress on it and keep it clean.