What is this on my eyelid? It was a purple bump and then popped under my skin. (Photo)

It sounds as though it may be a burst blood vessel, a vein or capillary. The purple color is accumulated blood, like a bruise, and should clear in a few days to a week. You should see your doctor to make sure that it is nothing more serious, especially if you are having worsening pain.

This may be some sort of vascular malformation that can be addressed with laser, in most cases. I would get an exam with a plastic surgeon or vascular surgeon. Best, Dr. KaramanoukianLos Angeles Vein Expert

It may be a small vein that broke under the skin.  If so, the discoloration should clear within a few days.  However, to know for sure, or if it does not resolve quickly, you should see you doctor and have it examined.