I started with a new boyfriend, who became my husband, all the while still seeing my ex-fiance Red with the knowledge of both. I introduced them early on and it was remarkably comfortable for all three of us. We started doing things together, so it became inevitable that I had sex with one while the other was around. Eventually, we would have an occasional threesome, and ultimately all move in together.
But you need to be very aware of their sensitivities. The dynamic was/is such that hubby much prefers boyfriend go first because he gets excited and enjoys watching me have sex with Red pre-orgasm (not as much afterwards), then getting sloppy seconds. OTOH, Red likes me "fresh," doesn't get particularly excited watching me with hubby, and so typically leaves the room after we've finished and hubby is starting with me. There are other things too, like I've never had anal with hubby, but do with Red; who goes where when they're both in me at the same time, etc.
If you find what each likes and all accommodate each other, it will be fine.
(Now with our poly family, there are many other preferences on how we relate (including, but not just sexually) among the two guys, Clair, Lora, and me.)