My friend cheated on his girlfriend with me. What should I do?

If it wasn't known to you that your friend has girlfriend before the cheating happened, then you can just calm down and forget on the incident as you have nothing with this cheating. It is totally your friend's issue. Unless you live in culture where person who unknowingly get into such incident bears consequences too. In this case just follow your culture's procedures and all will be fine. If you knew before that your friend has girlfriends and is cheating on his girlfriend with you and you consent with it, you can feel some feelings of guilt and remorse after the incident. These feelings are all valid, normal and natural, but in fact you didn't do anything bad, unless you have got your own partner (and thus you cheated on your partner or boyfriend) or live in culture where it isn't acceptable that single person consents to cheat on friend's spouse (girlfriend, boyfriend). If there isn't gender equality (it means that if women have fewer rights than men) in your place, then things could be more complicated.