I have a ganglion cyst and it is irritating. What should I do?

Surgery. Surgery is quick and effective with little or no chance of recurrence.
Splint, nsaid. Evaluaiton, xray, injection, drainage are par of a workup. Many cysts do not hurt so an xray of the joint may give information about this. A previous fracture, arthritis, inflammation, an old ligament injury, rheumaoid arthritis, all are associatred with ganglions or tenosynoival sacs of fluid. See a hand surgeon since it is irritating.