Ovarian cyst, told to wait & see if it goes away. Now having pain in right ovary area that worsens with walking & sexual intercourse. What should I do?

Ovarian cysts. Most small (physiologic) cysts go away with time. If the pain worsens, then the first step is a non-steroidal anti-inflammatory medication. If this is unable to be tolerated or taken, then see your doctor.
Recheck. Would appear you are having sx that alter your lifestyle and habits. Would call physician and get reevaluation.