Oh what a shame, please cheer up.
Can you take the shorts back? - do get rid of them if you can.
Some clothes just don't suit us individually and we can't change that - so you carry a bit of weight at the back of your thighs, so what ..... don't worry - if you can't change things you just have to live with them. Sorry if that sounds brutal but its a fact of life, like the colour of your eyes.
I have a double (quadruple) chin, but looking back at old school photos when I wasn't overweight I see it was something I'd had from birth. I hate it and I doubt it'll go even if I lose weight, so its one of those things that'll have to be accepted.
Smile!
ps I've just looked in the mirror - the backs of my thighs are covered with cellulite (agh) so no shorts for me either.