No, you don't. You have the right to love and be loved by both parents.
If you are feeling pressured to take sides, and you feel you are caught in the middle of your parents' problems, tell them.
Lots of teens worry about breaking the news to their friends. Some feel embarrassed about what is happening.
Separation and divorce are very common these days. That means that many people have been through it themselves, and most probably know someone who has.
Good friends will be glad you've told them. They'll know that you're still you, even though your family is changing.