As long as the cyst is not a cancerous cyst then the cyst will eventually go away on it's own without any treatment or any surgery.
However if you want to get rid of the cyst you can have surgery done to remove the cyst which is not harmful either.
I had a cyst that would've went away on it's own within a few months but I had the doctor remove the cyst for me because it was getting irritating.
If the cyst is cancerous then it can be a bad thing that could cause death if not removed but most cysts are not cancerous and are at most uncomfortable and a nuisance.
The cyst can eventually come back later on even if the cyst went away.
Most normal cysts will go away on their own without surgery or draining them within 1 to 3 months at most.