I have a lump on my rear. I popped it and it felt like it popped inward (nothing came out). Should I be worried?

I wouldn't worry too much, maybe sit in a soapy tub of water to clean any possible exposed new skin. Can you see it with a mirror? It might have been a watery or fatty cyst. Sometimes from a hair irritation, or a sore spot from sitting on something like a seam in tight jeans.