Adrenal cysts are uncommon and usually asymptomatic, and therefore are usually incidentally discovered adrenal lesions. They have a broad pathohistological spectrum that includes pseudocysts and endothelial (vascular), parasitic, and epithelial (mesothelial) cysts. Although most adrenal cysts are benign and hormonally non-functional lesions, some can have ambiguous imaging appearances and mimic malignant adrenal neoplasms. On the other hand, the actual malignant neoplasms could undergo cystic transformation. Additionally, immune cell infiltrations, thrombosis, or haemorrhage seen in sepsis can frequently cause adrenal cyst development, raising a question about the possible connection between severe acute respiratory syndrome coronavirus type 2 (SARS-CoV-2) and adrenal cystic lesions. Due to the disease’s rarity, the likelihood of malignancy, and the lack of specific guidelines, the management of adrenal cysts is always challenging especially in a young person. This review discusses the important diagnostic and the current treatment possibilities for adrenal cystic lesions. Aiming to emphasize clinical dilemmas and help clinicians navigate the challenges when encountering a patient with an adrenal cyst in everyday practice, we based our review on a practical question–answer framework centred around the case of a young woman with an incidentally discovered large adrenal cyst.