The shins are a place on the body where the bone lies just barely underneath the skin. The surface of the bone tends to be somewhat irregular. Therefore, if you run your hand down the front surface of the shin where the bone is, you may be feeling the bumps in the bone surface, and these are totally normal and not something that you need to worry
If, on the other hand, you have any other symptoms, such as pain in the bones of the shin, or an obvious lump under the skin that is growing or sticking out, this would be something that you would want to get looked at. You could start by going to see your primary care doctor
One potential cause of a large lump like this would be a cyst, which can develop anywhere on the body under the skin, including on the shins. Most of the time, cysts are not a big medical problem, but they can sometimes be uncomfortable or unsightly, in which case they should be removed with a simple surgical procedure.
Start by talking to your primary care doctor the next time you see them, such as at your next annual physical