Ovarian cysts are extremely common - so do not worry. However, they can also be extremely painful and can grow extremely large. Each month, when a woman ovulates, small follicles form on the outer part of the ovary. These follicles look like little marbles almost through an ultrasound. Now, during your period - these follicles are, keyword here 'supposed' to break free with the lining of your period but for some women, they do not.