I have a prettiy big lump on my head it, there is no pain but I know I should have it checked and I don't have a doctor, where should I go to get this checked out, and should I be worried.

You. You haven't mentioned if there is any history of injury, nor how long the lump has been present. I would suggest an initial evaluation by a family physician. You can search online for a board certified family physician. He/she will be able to do an initial evaluation and determine whether further intervention is needed. This will also be a great opportunity to establish a relationship with a personal physician.
Cyst. Big lumps on head under skin are usually trichilemmal cysts or sebaceous cysts. Both of these are benign, but may require removal. See your primary doc for either removal or referral to a surgeon or dermatologist.