I have a small bump on my forehead. It has been there for a few months now. It's also hard (not soft). What are the possible diagnostics?

A different cyst :-) And now to answer your corrected question- this could be an inclusion cyst, epithelial cyst, or wen. All are similar names for a cyst which is made when the glands that secrete oil into the skin coalese in to a balloon- they squirt a thick waxy white substance called cebum into the balloon which feels hard when pushed together. This can be easily removed surgically in office to prevent recurrence.
Hard bump forehead. New bumps on the head must be examined. There are many possible causes. You must make sure it's benign. Usually the best advice is to get it removed to be sure it is benign. A skilled doctor may determine it's level (above the muscle or below, in the dermis of the skin, attached to the epidermis), whether it's mobile, smooth, painful, are clues. Possibilities:lipomas, cysts, infections, tumors.