Had a pea-sized cyst removed from shoulder. 6 nylon sutures. Nurse left part of one stitch in during removal & said it'd "work out". Is this normal?

"Work itself out" This is not uncommon. Non absorbable sutures like nylon, your body will with time, sort of push it out. Sometimes it is more painful and cause more harm to try to take it out at the time of suture removal. It should be more visible within the following weeks. If it is not or becomes a bother, let your doctor know.