Obviously a doctor will be able to advise, but are you allergic to anything and/or have been irritated in the area and scratching for any reason recently (heat rash etc?) Or have had pressure/rubbing in the area? (ring, watch, etc).
Vesicles are like tiny fluid filled blisters which can come up like hives after irritation/scratching but unlike hives don't go away as easily. They look like you might be able to pop them but it's really difficult and they sort of disappear in on themselves if you try to apply pressure. Basically all you can do is wait - they disappear eventually.
Of course there can be other causes or it might not even be vesicles so do see what your doctor says - in the meantime maybe get some aqueous cream for the itching, it's cheap from any pharmacy and soothes itching really well.