Violets have a pleasing purple color and spread via underground perennial roots, forming large colonies. Some people love wild violets in their lawn but if violets bother you, they can be weakened with a chemical weed control treatment applied in the fall.
Wild Violets are most often found in shaded, moist areas. If you are watering a lot, you might be encouraging wild violet growth.
If you have only a few clumps, hand digging can be very effective as long as you get the root. We'd recommend doing this hand digging because if you don't get it out of the lawn it will quickly spread and outcompete the grass.