the CA125 is not always reliable, but I would have one, sometimes depends on your age and history also, 99% of all cysts are benign but to rule out that 1%, and ease your mind, it is a good idea.
Read further up (hatgals post) for some opinions on the CA 125 test. My doctor feels it is a useless test, only to be used to monitor after a diagnosis has been made, and still not good enough. What does your doctor think about it?
Complex cysts are more worrisome than simple...but they can and they do sometimes resolve on their own.
I had a complete hysterectomy because I had several complex cysts on my remaining ovary (first one removed years ago) that were growing after watching and waiting for a few months. I was close to menopause age and had years of cysts and surgeries. Doctors cannot tell you for sure what they are dealing with until they biopsy. In my case the ovary had to be removed so it could be examined thoroughly and I had a lot of adhesions from previous problems.
Try not to panic but I know it is scary......