I would think it's ok to fly. If the cyst gets a bit bigger, there's risk of ovarian torsion which can be very painful and cause the ovary to die.
If the cyst doesn't resolve and you need surgery, you will want to be sure the surgeon is going to remove just the cyst (cystectomy) and preserve your ovary since our ovaries produce hormones our whole lives that are critical to every aspect of health. Unfortunately removing the ovary along with the cyst is an easier and quicker surgery so many women lose their ovary(ies) unnecessarily increasing their risk for a number of health related problems as well as impaired fertility. Be sure to make your wishes clear on the surgical consent form as that is the only way to protect yourself. This website is helpful in understanding ovarian cysts - http://www.ovaryresearch.com/ovarian_cysts.htm.
Best of luck and please keep us updated.