What is the percentage that I could die from getting surgery to get rid of a sebaceous cyst?

Almost none. Most of these cysts can be done under local and present very little risk. There are certain problems some patients can have with local but it is rare. Problems can occur more frequently with general but these are rare as well. Have your cyst out and relax.
Small. Assuming your health is good, you are safer having the surgery than driving to the facility to have it done.
Minimal. Assuming that you are healthy otherwise, less than one percent. A good anesthesiologist can determine your risk personally.