Hard bump on forehead that randomly comes and goes

Every so often (like once every couple of months) I get a hard knot or bump somewhere on my forehead.  There is no pain or discoloration, but the bump is very hard and about half the size of a walnut.  It goes away either within 6 hours or overnight and doesn't always show up in the same place.

This seems bizarre to me, but I don't know if I should see a doctor about it because it goes away before I could get to one.  Any idea what this could be?

[SassyLassie]

Could be a sebaceous cyst. If it keeps bothering you, see a dermatologist, maybe he/she can shed some light on what is going on.