They hurt horribly when full, relief comes after they burst. They can be super stinky, too. They are pretty common in outdoor cats- basically an under-skin infection of a cut or bite, and it fills with pus.

The vet will probably give you antibiotics and tell you to watch closely for any signs of new swelling or infection.

Edit to add: The bad part is over now that it’s open and drained. When they don’t burst, either on their own or from grooming, they continue to get bigger and destroy the tissue around it.