I'm 18 and I've never been to a Gynocologist, and wasn't sure if I should go to one, or another doctor 1st.

You should definitely see an OB/GYN. At the GYN you will have a physical and a pap smear. This isn't as bad as most think - just relax and don't tense up. It will be ok.

If you think you have ovarian cysts, at the visit you should mention your symptoms to you GYN. They will be able to diagnose you at this visit while doing a pap smear and visual inspection. Also, you will be asked to go for blood work for hormone levels and maybe even be asked to go for an ultrasound for the correct diagnosis. Don't be afraid.

Good Luck!