Cyst during Stims

I'm on day 6 of stims and today during my first follicle check they found a cyst on my left ovary and no real other follicles to measure. They've told me to continue with stims until thursday and then they'll take a look again and decide if they should cancel the cycle. Anybody ever have anything similar? What happened in your case? Was really not expecting this today. Gutted!