Depends what it is. If it something of a personal nature ie someone sh1tting on their own doorstep so to speak tread carefully. If it is a matter of honour and reputation seek advise from a longer serving mess member (if applicable).
bstaker9, your post in its present form means nothing. The question is far too generalised to give you a precise answer. Mess rules are there for the guidence of wise men and the blind obedience of fools.
If in doubt ask your mess secretary or RSM. I would say that if it involves immorality between members and/or members wives then keep your nose out of it (unless you or your spouse is involved), these things tend to sort themselves out.
If it involves dishonesty then involve the RSM (unless it is he/she that is being dishonest).
Certainly DO NOT go outside the mess as a first step. If you get no satisfaction within the mess then the Adjutant is usually the Sgts mess patron.