Assuming you are female - this sounds like a Bartholin's cyst. Such cysts form in the exit of glands which provide lubrication during intercourse. They may be caused by using unnecessary so-called hygiene products. If this had not burst, it would have had to have been lanced under general anaesthetic, because it is so agonisingly painful.
It can leave a white scar, possibly with a lump underneath. However, if there is still a lump under the area which is now bleeding, you still may need treatment. You might try sitting in a bath of hottish water which might make the remaining stuff shift.
Leave a folded clean white handkerchief inside your undies - changing it as often as you need - and go to the doctor's as soon as you can. You may not die of it, but if you don't get treatment, it could get so painful you might wish you could die of it,
Been there, done that, read the book . . .