Ovarian cyst

Ok so I haven't had a period since may and all pregnancy test were bfn. I went to the doctor last Thursday and my urine test was negative also. I get a call that I have a small ovarian cyst that should go away on its own. Has anyone ever gotten pregnant with a cyst? Where do they come from? Could i possibly still be pregnant and its just too early to tell? I'm getting blood work done in the am but I'm so lost?