I caught my dad with another woman what should I do?

Love to me is a fable that man himself created to deny the fact that he is an element of greed and the major reason he evolved was to show that his greatest strong point is the element of his survival.
So I tell u to forget her and explore other fishes in the river as she is not the only good fish, her's might be different but a fish still remains a fish.

You can either be quiet about it, or tell your mom. If you are in your teens, like 14 or older, you might talk with your Dad about it before telling your mom. You have a choice to make, and I think talking with him is a good idea, if you aren't 9 years old or so. Good luck.