Quoting Rumpelstiltskin:" I'm curious, would you believe a woman who calls you and says she is the other woman? Would you need proof of any sort? If so, what kind of proof? "
I think it would depend on the situation. If my DH had been acting shady as hell and the two of us were having a pretty bad rough patch, then I probably wouldn't need any more proof. If our marriage was absolutely perfect and there were absolutely no signs of cheating, then yeah I'd probably need something else to go on. I would be asking her how often/how long it had been going on though. Either way, I'd still be confronting him about it before leaving/doing anything too drastic.