I have these too the doc says it can be authritus, cancer, or many things im getting a biopsy in a while ill let you know the resolts when i do.
im not a doctor, but the clear stuff is probably white blood cells. You might Try researching Dyshidrosis, it sounds similar to your symptoms
A "hard pimple under the skin" is either a boil or a badly ingrown hair. Either way, a visit to your doctor is the best bet.
You leave it alone your bodys natural healing process with take care of it!
Possibly a cyst. You should have a doctor look at it to be sure of what it is.