It could be a cyst or a stye. I've had a lot of styes and usually it hurts pretty bad for me. I use a warm wash cloth several times a day to ease the discomfort and swelling along with an OTC ointment for styes that I found at my local drug store. If you have tried the warm compresses and it's not going away, you may have to see the doc for lancing or removal. I hope you feel better. Btw, I had a cyst on my upper eye lid once - it was super hard and it made my eyelid look like I got into a tangle with Mike Tyson - very painful.
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