No you should not feel guilty but you should let them know that they are not the only ones you play with. This gives them the option to bow out gracefully if they wish. Just tell them the truth. You are exploring your needs and wish to play with them. The first gentleman seems to have taken a casual approach to the relationship anyway as for the other just be honest. Take your time and get to know them. Do not choose unless it feels right to you. Give yourself time and please keep safety in mind when meeting anyone. Things could go very badly if you do not take some precautions.