Your dad was very unfair to tell you before he told your mum. A good parent does NOT put their child in that situation. Especially whn their bloody pregnant. Did he even tell you who she was having the affair with? Does he have concrete evidence? Does he plan to separate? Work through it?
And if didn't tell you any of that then why the FUCK did he tell you at all?
Also...you don't know your mum's side yet. Things might look rosy from the outside, but you really won't know until you have spoken to her about it.
It sounds a little like your dad is being cowardly and hoping that you tell her that he knows - unless he said to you that he was going to tell her that night or something.
What you do after you have spoken to your mum (and I stress that you really do need to speak to her), is your business only. If you decide that you want nothing to do with her any more, that's your decision. If you believe that she has spurned your family then you have no obligation to continue to treat her as family.
You probably will though after a while, since she's still your mother.
I'm sorry that you are going through this, I truly am. What your parents decide to do with their marriage if their business, and how you decide to go forward is your business too.