I have small black, smooth lumps on my penis shaft. It doesn't have pus or blood once is squeezed but it does hurt. I play soccer. Should I worry?

Many possibilities. You need to have your bumps examined by your doctor or dermatologist. Possibilities may include moles, warts, seborrheic and keratosis to name a few. If these bumps are new, growing or changing in some way they need to be looked at sooner rather than later by your doctor.