Could it have been all-heal (self-heal)? See photo at address below, though mine looks a little different that the one pictured. . .
http://www.ct-botanical-society.org/galleries/prunellavulg.html

no -- it looked exactly like butterfly lavender - the roundish flower with the wings on top.

If you cut a flower off of a Spanish lavender plant and stuck it on this weed, you wouldn't know the difference, except for the smell.

I should get some and take a pic, but it's pretty far away from where I live.

:)

Is this a weed? I pulled some because they were pretty, I even planted some around my night light outside

Pretty

No, its not a weed, it’s a Salvia. If you can take some clearer pictures, closer up, post them on the Name that Plant Forum. www.houzz.com/discussions/name-that-plant It’s dedicated to finding ids and someone there can probably tell you which Salvia species it is.

I would like to know too its all over my grass

That is Prunella vulgaris, Selfheal or Allheal. The OP said they had a different plant. And its also not the same as the Salvia pictured above.