I have a complex ovarian cyst should I request ca 125 test?

Maybe. Talk it over with your doctor. Things to consider are 1) your age and menopausal status, 2) previous history of endometriosis, 3) size of the mass, 4) ultrasound appearance, 5) duration of the problem., 6) family history of ovarian cancer. Remember that ca-125 may be elevated in many benign conditions, as well as ovarian cancer.
CA 125. It depends on the size of the mass, but if it is 8 cm and complex then a ca 125 can help determine whether you should see a gyn oncologist or a gyn.