About 2 weeks ago I shaved my vagina and accidentally cut myself, that turned into a pimple and later it popped. Earlier I noticed where it popped it feels like there's a little metal ball underneath it... is this something I should be really worried about?

You shave the mons pubis, not the vagina, the vagina is internal. There can't be a 'metal ball' where the pimple was. Stop touching it, you will infect it again.

Sometimes you can get nasty boils from shaving. They are very painful. Mine feel about the size of a pea to the size of a dime and feel like they are mostly under the skin but appear as red and sometimes a bit shiny. I know they can pop but mostly if you make them, I try to let mine go away without popping because it hurts A LOT!
It sounds like what you have, however only a doctor can tell you.