It sounds like a temporary contact eczema, maybe due to a reaction to something you've touched. Maybe you rubbed your eyes with something irritating on your hands without knowing it.
Just be gentle with your eyelid for a while, wash it gently with cool water (or weak salt water) and put a small dab of bland moisturizer on. Putting a warm used teabag on the eyelid can help sooth it. The skin will gradually heal itself and over a week it while calm down and begin to return to normal.

On the other hand it could be a sign of an infection like a sty or conjunctivitis.

I have it everywhere, including my eyelids, i put plain vaseline on it, and it's always soothed my eyes.

I just had a staph aureis(sp) infection on my face, and i was told to use a bit of eloicon, then 3 weeks of advantan and then drop down to 1 percent Hydrocortisone and its clearing up nicely, Hope that helps, Try not to use high steriod as a first option

Do any of your family members have asthma or hay fever? I've read they are all family related problems that are associated with one another. What triggered could be pretty much anything: stress, any life changes like a move or a new job, an allergic reaction, etc.

I have eczema on my eyelids too (as well as other places but that's not really relevant), and i find that washing my sheets with a double rinse and without fabric softener makes more of a difference than you realize.
Also, cut things marked antibacterial out.

As far as asking your doctor, I'd simply see what he recommends. Everything works differently for everyone.

I notice your comment was posted quite a while ago however i suffer from eczema around my eyes too. I have had eczema for almost 16 years so i understand you do not want to use steriods on your face as it can cause spider vains and thin your skin. I have come accross a product which may help you! You can buy it for 6.99 from www.skinshop.co.uk it is called Cardiospermum dry eye gel. It is made from the roots and juices of the Cardiospermum plant which is from South America. I have yet to try it but from the positive testimonials and picture results it looks like a good product. I hope this helps!

Hi there, my son has eczema around his eyes as well as other places. The only thing that has been prescibed to him was Protopic .1% and .03%has made a huge differecnce around his eyes. I put it on him at night because it looks really greasy and there is less chance he will rub it off while asleep. A little goes a long way. Over the counter treatments just did nothing for him. I only put it on when its needed about 2-3 times weekly. His doctor also had samples. It is expensive when ya have to buy but it really works great. Hope that helps