Too often, discussions about cheating result in denials and pooh-poohed suspicions. Changes such as going to the gym more often, staying later at work, and having lipstick on one's shirt are fairly easy to lie about. You shouldn't resort to snooping to gather concrete proof, but do take steps such as checking credit card bills for odd purchases. Some spouses even hire a private investigator or financial analyst.
Talk with your spouse about what you suspect. It's easy to get emotional but remain as rational as possible. Your spouse could have genuine explanations that do not involve cheating. However, what if you know for sure that your spouse has cheated? Maybe you witnessed a passionate kiss, or an investigator did. In these cases, a divorce attorney can provide good advice on how to proceed.
Friends, trusted family members, therapists, and others form a much-needed support network when going through difficult times. Reach out, and if anyone judges you, minimize your contact with that person. Be selective about who you let in. Some people are prone to gossip or may be more loyal to your spouse. Unfortunately, you could lose some mutual friends or family members of the spouse during this time.
It's easy to blame yourself for a spouse's cheating. You might feel like something is wrong with you, and it compelled your spouse to cheat. True or not, your spouse could have discussed being unhappy instead of going out to cheat. The fact is your spouse did cheat. Allow yourself to grieve even if both of you are working to save the marriage.