Hi I'm new but I know my way around sites like these but... whatever.
My problem is I have a bump on my arm and I've had it for a time now and sometimes it hurts.

Please I want to know what that is.

Go to the doctor! It could be anything. How is asking this question here going to help? Even if I was a doctor myself, I would know better than to try to diagnose you online! Go to the doctor!