If this is on the tail itself it could be a clogged sebaceous gland. You can try some neosporin or triple antibiotic ointment on that spot, after using a warm/hot wet compress on it, if you think that might be it after cleaning the area with 3% peroxide or betadine solution. These glands do exist other areas on the skin too.
If its next to the anal area it might be a clogged anal sac which you can read about here
www.marvistavet.com/html/body_anal_sacs.html
If your pup played with another pup it might be a spot from a tooth puncture that healed over with some bacteria underneath causing a lump. Again the antibiotic ointment and disinfectant, hotpack etc. may help.
If it doesn't go away readily then see your vet.
If I'm off target in my guess of the type of lump it is please give further description.
Hope this helps you!
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