I have never had one while pregnant, but the ones that I have had have been painful enough, I can't imagine how pregnancy would add to that.
I would find that changing pasitions would often help alleviate some of the pain. You might try taking baths, at least that would take some of the baby weight away.
Eventually you will feel such an amazing pain (when it ruptures), I ended up going to the ER for an ultrasound because I did not know yet that I had a cyst. When the fluid from the cyst enters your body it will be a foreign object. You will feel discomfort for a few days until the fluid is absorbed into your body. It will pass and you will be fine. There is no indication that a cyst will affect your pregnancy. The fetus is well protected by the uterus and placenta, "she" wont even notice that she has a roommate.
And as for pain, I never take anything when I am pregnant. I just don't want my babies to have drugs in them. But if you need something, you can take regular strength Tylenol, that is said to be safe in pregnancy.
Good luck, and don't worry. Everything shall be fine, and "this too shall pass."