Thanks for using the forum. I am happy to address your questions, and my answer will be based on the information you provided here. Please make sure you recognize that this forum is for educational purposes only, and it does not substitute for a formal office visit with your doctor.
Without the ability to examine you and obtain a history, I can not tell you what the exact cause of your symptoms is nor what the relation is to your cyst. However I will try to provide you with some useful information.
It is difficult to understand exactly what you mean by cyst in the skull. If the cyst is truly in the skull, external to the brain, this is likely a cyst resulting from some bony process or connective tissue cyst. In that case, it would need to be determined whether or not the cyst is really the cause of your headaches; this cyst may be congenital i.e. present since childhood, in which case it may not be causing any symptoms, and your headaches may be due to some other cause. Continued monitoring of the cyst with imaging may be all that is needed.
If the cyst is within the skull, it could be an arachnoid cyst, meaning a cyst lined by arachnoid, the lining that also lines the brains. Arachnoid cysts are common, and when they are found in someone with headaches or seizures or other symptoms, it is important not to erroneously attribute the headaches to the cyst, when the cyst has also probably been there since birth and is unlikely to cause symptoms except in rare cases.
In general, a cyst in the skull in the brain would be surgically removed only if it is growing larger, causing symptoms, pressing on surrounding structures (such as the brain or blood vessels or other structures). It is a good idea to follow-up with your physician for repeating imaging.
Thank you for this opportunity to answer your questions, I hope you find the information I have provided useful, good luck.