Ovarian Cyst Advice

Erin
I have an IUD and my cycle has been a little strange the last couple of months. I went to the Lady Dr last week, and she said I have a cyst by left ovary. Not on it but near it. I've never had one before (that I know of) that didn't go away on its own, so I don't know what normal. I have a follow up in a few weeks. Here is my question:
I am 4 days late for my period, is this normal with cysts? 
I really don't think my birth control failed, but I'll probably take a test in a few days if there's still nothing. The only stymptom I've had (PMS or otherwise) are mood swings. Does anyone have any experience with cysts? I could really use some insight.