The cyst on your ovary isn't a big deal. Okay I know it's a big deal since it's happening to you right now, but not in the grand scheme of things. Actually they are pretty common. Dont' stress over it. And if you need surgery (which you may not), you'll be amazed at how simple it is - in and out in one day.
Pulmonary infarct is actually pretty common as well. As you know from your research, your lungs are basically healthy, you just have a blockage in an artery. Now it does mirror cancer of the lung - and that's probably why your doctor wants to do more follow up just to ensure the correct diagnosis and treatment. You'll need a lot of various blood tests and maybe some more imaging tests. Long, tedious, boring, and scary, but it'll be okay.
You'll probably be prescribed an anticoagulation drug in order to remove the blockage. That's the most likely treatment, however, after all your tests, or even after being on antocoagulations, your doctor may suggest a surgical intervention consisting primarily of embolectomy (which is basically the balloon catheter technique you've heard about with heart patients) and perhaps even a filter being placed inside your body to prevent reoccurance. This can be serious, however, the worst thing may be all the time involved and your feeling of being "alone". Don't be. Take a friend or loved one with you. Write down questions for your doctor. Actually a good idea is to keep a small notepad/pen with you and so you can write down all your questions and concerns as they come to you. Your doctor doesn't know you have questions unless you ask them.
Again, I know it's a scary time, but it shouldn't be. Both of your health concerns are easily treatable and you may be on medication for a while, but you being positive and proactive is the best course of action to being healthy.