Found out Im a side girl, should I let the girlfriend know? Im embarrassed to come forward?

Anonymous
Guy played me and i found I've been his side chick for a while. He had been taking pictures with a cat at a "friends" house, come to find similar cat on a girls Instagram he follows. they dont post each other as a couple but im certain they have something going on together. Should i message this girl or will i look like a complete psycho? If im wrong
Found out Im a side girl, should I let the girlfriend know? Im embarrassed to come forward?
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