The major problem with third molars is that they don't come out properly, and get stuck inside the jaw bone, which causes pain. It's called an impaction.
Next Steps
You can get an OPG, it's a type of X Ray, and visit your nearby dentist. Once the tooth is out, your pain will be relieved.
Health Tips
However, when the procedure is done, you should avoid smoking for 3 to 4 days atleast.