Bleeding during sex not period blood though..

Me and my boyfriend were having sex the other week and he told me I started my period but when I went to the bathroom it wasn't like period blood it was watery and just like as if I had a cut or something. It didn't hurt but after that everyone I have sex it really hurts my right side and sometimes it hurts even when I'm not having sex. My friend said it might be a cyst on my oveary and if it is there is nothing I can do about it other than wait for it to go away. I don't have health insurance or a doctor I can go to do before I go to an urgent care I wanted to see if any of you ladies have had similar symptoms and what it turned out to be or if I should just pay the $$$ and go to the doctor? I'm not having any other symptoms other than pain in my lower right side and pain during sex and the one time I was bleeding.