A simple cyst will not develop a head. If in fact you do have a simple cyst (fluid filled) It must be removed surgically. If it is a sebaceous cyst, and has an opening or tiny communication with skin, eventually they get infected, and require lancing and packing, or surgical excision.
Many times what we think are cysts (fluid filled firm capsules) are actually not fluid filled at all, but are fatty tumors called lipomas. To get rid of these, they again, have to be surgically excised.
So- I recommend having this looked at by your doctor. If it has no head, it is either a simple cyst or lipoma and requires surgical excision to be rid of it. If it has a blackhead, or pinhole sized communication with the skin, it is a sebaceous cyst, and requires surgical excision in order to be rid of it. If a simple cyst , lipoma, or non-infected sebaceous cyst, they do not require excision if felt to be benign by your doc, and you can live with it without problem. However, if a sebaceous cyst, they typically get infected, and end up being lanced, drained and packed due to infection at some point.
If you go to your doc, and tell them it causes you discomfort, it will be covered by insurance to be surgically removed. This, effectively, is the only way to get rid of a simple or sebaceous cyst. You should try to have it removed before it develops a head, while it is NOT infected. If it does get a head on it, it usually gets infected and removal at that point is more complicate and painful. Your best bet is to complain about it now, and have it removed before infection occurs.
I hope this is clear! feel free to ask questions about this as needed!
I hope this is clear and if you have any questions, please do ask!