Chest x ray was done due to difficulty breathing, the only abnormality was a thin wall cavitary lesion in the right hemithroxia. what does it mean?

Hard to know: Non-specific finding and more background information is needed to give targeted information. Very generally, a cavitary lung lesion is usually related to an infection or due to COPD/smoking; more rarely could be due to inflammatory illnesses like sarcoid, autoimmune diseases affecting the lung, embolism. Most (except copd with bullae maybe) should have additional findings on the report.

You need to be seen: You should get a CT of your chest done first. Then depending on what that showed, you may need a bronchoscopy for diagnosis.