MM I know the finding out sucks. Like Dagny said it's one thing to know without and confirmation and the actual confirmation. I just found out my W has an OM but I've been going at this for 2 and a half years so it wasn't much of a hit to me.
Definitely get a L and protect yourself. Keep any information you have, and if you aren't already, keep a journal of everything. All interactions, phone calls, what you did, etc... I started taping all my interactions with my W and some things the kids told my W has said and done and believe me it all counts. You never know what you'll need down the road.
Get copies of any bills with the hotel payment, write down what was said, date, time if he told you himself, etc... Even if you think you don't need something get a record of it.
MySitch Me-47 STBXW-41 D-5 S-8 ILYBNILWY-01/08 Want a D- 01/09 Physical Sep-01/10 D filed-06/10 Got 50% custody=09/11 Ride that wave!