Hi and welcome to HCM.
This is very often and you shouldnt be embarrassed to visit doctor. There are doctors which are specialised for those diseases and are called proctologist
. Usually cause of such pain is perianal inflammations such as perianal abscesses or sinus
pylonidalis or inflammated atheroma
. It can be deep in skin so you dont have to feel it. Also hemorrhoids can cause such pain as well especailly if you have noticed blood in your stool. I suggest you to go to doctor which will decide is antibiotic treatment necessary or some other procedures should be done.
Wish you good health.