I often get deep pain/soreness in front of the thigh, but I think it is muscle, because it's painful when pressed, and then the pain will go away after a while.
When I first began having pain in my arms, a doctor ran some tests, and squeezed the general area that hurt. I shrieked in pain. He then said, "oh, maybe you have a bone infection!" When I almost fainted, he walked it back and said "well, let's just wait and see what the test results are." Thank God, it turned out not to be. So keep track if/when the pain subsides, when it hurts the most, etc, and bring it up to your doctor.