Do I worry about stitch left in incision?

Sounds like a non dissolvable stitch that is working its way out. I wouldnt worry. It will probably come out on its own. You could see a local nurse or doctor and get the stitch removed but I would send your photo to your PS just to confirm treatment options and make sure its not a deep permanent suture thats supposed to remain in place.

This sounds like it is an underlying suture, which is intended to dissolve over time. Sometimes, however, they just don't dissolve. Don't fuss with it. Return to your primary doctor to have it looked at, or contact your Mohs surgeon and possibly send a photo of the area to determine what to do. Either way it can be removed, but have a professional look at it - don't tug on it yourself. "This answer has been solicited without seeing this patient and cannot
be held as true medical advice, but only opinion. Seek in-person
treatment with a trained medical professional for appropriate care."