New large bumps under skin on head, is this something to worry about?

Talk with your doc. Bumps, big or small, can be concerning. They can be cysts [pockets of oil], warts, sun-related changes, or. .. What everyone worries about - skin cancer. Talk with your regular doc first. Some bumps need to be removed. Other bumps can be monitored and don't need removal unless they bother you. Good question.
Cysts. Often these are a type of cyst that could be removed by a specialist. Best to show a dermatoligist these.