I have this thing on my upper leg I don't know what it is. It's looks like purple then red then in the middle yellow its infected. It's gross. Help?

Abscess. This sounds classic for an abscess. Go to your doctor to have it examined. If its an abscess, it will need to be drained.
Upper Leg Lesion. Without seeing the skin lesion it is impossible to make a diagnosis. The lesion could be an infection or even a skin cancer. See your local dermatologist for a diagnosis.