Cysts in ovarian during pregnancy

Did my first ultrasound and found a large complex cyst of about 6cm. Dont know when it was there or i developed only after im pregnant. The baby in my womb has no heartbeat im not sure is it cause of the cysts. Doc ask me to remove the baby first and follow up the after a month on cysts as it might disappear. Anyone encountered such issue before? Having 2 fear now...the loss of my baby heartbeat and the cysts issue. Im so afraid of surgery.