There are several different possibilities here. As long as the rash goes away and doesn't worsen it is unlikely to be a serious problem. However, if it worsens, becomes painful, or does not go away you may want to talk to your primary care doctor
One possibility is eczema
. This is an inflammatory reaction of the skin that can be related sometimes to sweating and skin irritation. When eczema spots are just first starting out, they often begin as small blisters under the skin full of clear fluid, and this might be what you are seeing. The treatment of eczema includes keeping the skin moisturized and applying an over the counter steroid cream to the more troublesome areas.
Another possibility is heat rash, which occurs with sweating or heat when the sweat gland ducts get clogged with debris, leading to small red bumps. This is usually self limited, and can improve with skin hygiene or mild gentle exfoliation.
Of course if you are concerned or the symptoms are worsening, it would be best to make an appointment with your primary care doctor or dermatologist
to confirm the diagnosis and to see if additional treatment is needed, although this sounds unlikely.