I'm not going to tell my aunt about my uncle's mistress
Is there a reason that you don't want to tell her?
He is fucking her. Why would I get involved with this relationship issue?
Relationships can be complicated and sometimes it is better not to get in the way. Sometimes the person who tells can get in trouble for interfering.
I'm getting a feeling that it's wrong to tell the whole world about their personal stuff. Should I call my grandmother and see what she has to say?
Calling your grandmother is an option, or perhaps you could speak to a neutral third party. I think you're making a good call in not telling your aunt directly as she might turn her feelings of anger and betrayal towards you.