You have pain in your hipbone because your brain is receiving distress signals from a nerve in your body. It could be from some other area (referred pain) and may or may not be serious, so a visit with your health care provider is in order.
Hip pain can occur for several reasons. If one is athletic, one could have injured a ligament or muscle at the hip. Arthritis can cause hip pain. If one is very thin and you lie on that side most often when you sleep, one could have pressure discomfort.
It could be bursitis, a small fluid-filled sac inside the hip bone that cushions it. Sometimes it gets inflamed and causes pain and irritation. Cortisone shots, painkillers, and anti-inflammatories are required to treat it.