There is this lump underneath my vagina,what is it and how do I get rid of it? Also when I have intercorse I bleed why?

Go to the doctors and he / she will look！

Did you recently have unprotected sex? How long has this "lump" been there? It may be the cause of why you bleed during intercourse, but there could be other reasons, go see a gynocologist and see what they say.