I noticed about two weeks ago a small lump under the skin on my right butt cheek, near where it connects to my thigh. It's about the size of a pea, hard to the touch, and quite painful, especially when I sit down because there's pressure on it. The skin above it also has some darkish red discoloration. I'm not sure what it could be, but I don't think it's a cyst. Any ideas on what this could be and if I should be concerned?

It sounds like you might have a painful bump, possibly an ingrown hair, cyst, or a localized infection. It's best to avoid pressing on it. Keep the area clean, and apply warm compresses to reduce pain and swelling. If the bump doesn't improve or worsens, consider seeing a doctor for a proper evaluation and treatment.