For years I've had lots of very painful knots or lumps under my skin - mostly in my legs but also arms, hips etc. They hurt to the touch, can sometimes be massaged out, but not all of them. There are literally hundreds. They can be felt by pressing pretty firmly on my skin.
I'm pretty fat so maybe it's something to do with that? I did ask a doctor once and he very lightly prodded my leg once, with one finger and said he couldn't feel anything before asking me the classic patronising "what do you think it is?" I've felt too stupid to ask again since.