From all the research that has been carried out on Implanon (the real name for 'the implant'), it has shown that ovarian cysts can appear, but they disappear spontaneously and usually do not cause any complications or require surgery. It is not recommended for those who have had ovarian cysts before, but it is still a reliable method of contraception. Of all types of 'implant, IUD (Interuterine device) has the least risk of ovarian cysts developing.
Unfortunately I think this was an bad coincidence.
As for the other problems people are reporting, the implant is just another hormonal treatment and you should treat it as such. If you know you react badly to other prophylatics, it is likely you will have problems to Implanon too.
No idea what's happening with the OP - Implanon is still not particularly well understood either by GPs (lack of exposure) or clinicians (lack of long term data collection) - and I would recommend you contact a family planning clinic who are more specialised than a GP with this sort of thing.