I had a similar issue...mine felt like big pimples on my scalp which were very painful/itchy and would eventually pop, bleed, then scab. Very annoying during haircuts and brushing my hair. After about 2 months I knew they weren't going away on their own so saw a dermatologist who prescribed an oral medicine and topical solution for my scalp. I believe they were sulfur based, I'll get the names and post. Doctor never really gave an exact diagnosis but they cleared up in about a week or two and haven't returned.
I'm usually pretty obsessive about my skin and scalp so I go right to a dermatologist for treatment before trying tons of over the counter meds. If they're not clearing up on their own, there is usually an issue which requires a script.