Since I've been home more due to COVID-19, I've been walking more. Now my hip hurts when I lay on my side in bed.
The most likely cause of your pain is hip bursitis (or more formally greater trochanteric bursitis). It is caused by tight muscles rubbing against the side of the femur bone.
I really enjoy walking.
What can I do for hip bursitis?
There are many effective non-surgical treatments for hip bursitis. Stretching and strengthening exercises, often under the guidance of a trained physical therapist, is a great place to start. Occasionally, a cortisone injection is needed to provide temporary pain relief.