I have a big cyst on my forhead its white and it sometimes itches, what do i do? what does this mean?

Sebaceous cyst?: It is difficult to know what this is without a picture. SMALL white cysts are typically milia, trapped dead skin cells. An oily accumulation may be a sebaceous cyst, or this could even be a fatty cyst/lipoma. It is likely not a skin cancer. Your primary care doctor or a dermatologist can tell you for sure with an inspection. It may not need treatment/removal unless it is unsightly or bothers you.