I will make some assumptions...please let me know if I am wrong. I will assume you are in generally good health, with no major known diseases. (Again, if that's wrong, let me know.) I will also assume you have no history of cancer, particularly no history of lung cancer or prostate cancer.
When you think about it, there is really not a lot of tissue on the forehead. You have your skin, underneath that is a small fat layer, then muscle, then bone. In between these layers are nerves, blood vessels, and connective tissue of various sorts. So, a painless lump that appears slowly may be from a collection of material (a "cyst") that is beneath the skin (commonly, the natural oil called "sebum"), a growth of the fat tissue (called a "lipoma"), or potentially (but less likely) a growth of the bone or connective tissue.
Because you say it is hard as bone and doesn't move, some of the more common causes seem a little less likely. Most slow growing, non-serious "lumps" are cysts or lipomas or similar bumps that are cosmetic but not serious.
This may be a bony growth, but my concern would be that sometimes serious conditions like cancer can feel "bone hard." Frankly, this location makes cancer very, very, very unlikely, but I like to cover the bases. There are, of course, many rare things that can do this (for example, a condition called neurofibromatosis), but they are so rare that it's not worth mentioning until you have the basics looked into.
The only way to know for sure is to have a dermatologist examine it, and determine if there is a need for a biopsy, or even possibly an x-ray to see if it is indeed bony.
If this thing is a cyst, or similar growth, removal is generally possible, under local anesthesia. It's an office procedure 99.9% of the time.
Are conditions like this very worrisome? Generally, no. Most of the time, this kind of thing is not serious. But the peace of mind is probably worth having a dermatologist take a look.
Hope that was of some help, but do let me know if any of what I wrote wasn't clear. Thanks and best of luck.