I think that this is probably normal. The shin bone, also known as the tibia, is one of the large bones in your leg. Unlike many of the bones in your body, which are buried relatively deep under skin, fat, and muscle, the entire front edge of the tibia (your "shin") lies just under the surface of the skin on the front of your leg. This means that it is pretty easy to feel with your fingers.
All bones in the body have some irregularity-- lumpy and bumpy texture -- to them, and I think that it is only because the tibia is so close to the surface of the skin that is making that irregularity stand out to you. Furthermore, no two bones in the body are exactly the same, so it would be normal to notice some differences between the right and left shin bones. Finally, any scarring over the shin bone (from banging your leg on a hard surface, for example) over the years might lead to further differences in the textures of the two bones from right to left.
There is little risk, but if you are concerned, you can always check with your primary care doctor
to make sure everything is alright.