Welcome to the community. If you do not have a family history of ovarian cancer (OC) then the odds are very much in your favor that this is benign (non-cancerous). In the U.S., the average woman's lifetime risk of OC is very small at 1.3%.
Ovarian cysts are quite common. Most go away on their own in 2 to 3 cycles / months. 4cm is still quite small so they may want to just monitor it with periodic scans to see if it shrinks and then goes away. The link to the image was not helpful. Do you have a descriptive report from the radiologist?
The CA125 blood test is not very accurate at diagnosing OC. Other things besides cancer can cause an elevated result. I know women who have had benign cysts who had a very high CA125 and others with benign cysts who had a normal CA125.
If the cyst grows and/or has suspicious traits requiring surgical removal, it is best to have just the cyst removed (cystectomy) and keep your ovary. We need our ovaries our whole lives for good health. They produce vital hormones our whole lives. A frozen section done while in the operating room should dictate whether or not any organs need to be removed. Unfortunately, far too many women lose organs unnecessarily. If you do go into surgery, make sure you protect yourself via the surgical consent form by stating what can and cannot be removed under what conditions.
Best of luck! Please keep us posted.