On the last one...definitely "an". "An" is always used when a word starts with a vowel.
Actually only use "an" if the following word has the
sound of a vowel. Such as "Hour". Starts with a consonant, but as it's a silent consonant, the sound is a vowel. With "unicorn", the first sound is that of a Y, which isn't officially a vowel. It's a purely phonetic thing. There will be some differences between British and American English, based mostly on whether the "H" is silent.
2."It's as if you can only get ahead in this game is if you cheat."
You may hear this on the street, but don't put it in your writing (you'll just sound uneducated). The "'s" is the "is" in this sentence.
1. in dialogue, do I cap the a in aunt, line in: "Your Aunt is a little crazy."
2."Boy( ) you must be lost."
(I'd think yes cause I could replace "boy" with "wow". )
3. is it spelled " Oh no!" or "Oh, no!" like in "Oh no! I think she saw us."
#1- only capitalize aunt if it's part of her name, as in Aunt Marge. Same with Mom and Dad- "her mom" isn't capitalized, as you are describing the person, but if you were to call out to her, then you are in effect giving her a name, and then you capitalize it. Confusing, isn't it? "My mom" isn't capitalized, but "Hey, Mom?" is.
#2- either's fine. Though Wow is possibly more literary than Boy.
#3- either way is fine, but remember that a comma is a way of marking a very small pause in speech, so "Oh, no!" reads a little
longer than "Oh no!".