It is a cyst of some sort. Probably present since birth. Can you be a little more specific as to where it was located. Above the diaphragm, was it suspended from the spinal column? As long as the fluid was clear it is nothing to worry about. There is a form of tapeworm that will form what is called a hydatid cyst, this parasite need sheep as an intermediate host and the cysts are usually found in the lungs of carnivores. I'm not aware of them being in deer. Even if that is the case the meat is still good, just cook it thouroughly.