Met my current gf at a random threesome at a festival. Took two girls back with me that I didn't really know but we'd all been having a fun, sexy time together at the event.
I think it depends what you want out of it, personally I'm pretty confident and comfortable taking the lead in a scenario. It's harder work but makes for a better experience than just letting them do it to you. Pay close attention to them and make sure they all feel involved. If someone's done and the other isn't it's ok to say to them that you're going to continue having sex and they're welcome to stay or not. We have sex with other women probably every other week but we're into corrupting them and stealing them off of people because we're a bit twisted. Both played around with a bride on her wedding night as well happened to be staying in a hotel that had a wedding on, that was fun.
The girls will usually be getting off on how slutty they're being, same as when you're in a one on one. Allow them the space to explore that slut side. They'll get off on weird stuff like you kissing them while fucking another girl or you holding them so they can't move and being forced to watch.
It's fine, doesn't need to be stressful.
Personally prefer one on one but it can be fun. Confidence is key, same as all sex.