A cyst on the scalp is a small, round lump that can be caused by a variety of conditions. It is often filled with fluid or other material and can range in size from a few millimeters to several centimeters. The most common cause of a cyst on the scalp is a condition known as sebaceous cysts, which are caused by blocked sebaceous glands. WEN is an acronym for 'sebaceous cyst epidermal inclusion, ' which is the medical term for this type of cyst.