I'm assuming a doctor diagnosed you with the cyst, right? Did they not mention whether or not it should be removed?
Cysts are pretty common and usually go away on their own - BUT if you are in pain that could be a sign it needs to be removed. I had one removed earlier this year. Before the day of my operation, I had no signs, just woke up one morning with a really intense pain on my right side that didn't go away. It felt like I was stabbed or something, and it never let up. If the pain is really intense and continuous, I'd recommend going to the hospital. If mine had been removed earlier, maybe they wouldn't have had to remove my right ovary along with the cyst.