I'm not sure what the rule is. What should I do?

Ask a referee or the Committee if one is available in a reasonable time. If not, you must decide and keep playing without unreasonable delay (Rule 20.1a).

Stroke play: play two balls (Rule 20.1c(3)):

1. Decide to play two balls after the situation comes up and before making a stroke.
2. Announce to your marker or another player which ball you want to count if the Rules allow it. If you don't choose, the ball played first counts.
3. Finish the hole with both balls.
4. Report the facts to the Committee before returning your scorecard, even if you scored the same with both. Not reporting is disqualification.

The Committee then decides which score counts. Players in stroke play can't settle a Rules question by agreement among themselves (Rule 20.1c(1)).

Match play: you can't play two balls. Instead, request a ruling, or tell your opponent you'll ask for a ruling later, before either of you starts another hole (Rule 20.1b).