Have chronic cough, small 4mm nodule. 3.3cm soft density tissue in anterior mediastinum. etiologies residual thymus,thymoma,lymphoma. should i worry?

Yes: A 3.3 cm. nodule needs close follow-up although it may well turn out to be benign. You need to consult a pulmonologist re. the cause of your chronic cough and conditions such as asthma and Tb need be ruled out.

Probably not, but: Chronic cough in a non-smoker is never normal. I doubt that it is connected to the radiological findings. Based on the sizes of the findings I suspect you had a CT scan. See a pulmonary doctor to sort out things, both for the cough and the radiological findings.