If everything goes well, and everybody is comfortable with all the other people present, and everyone has a roughly similar idea about what's going to happen, it can work out great.  If some of these things aren't yet in place, it can be a problem.

I've never hired two ladies for a "double" (although I've done some civilian group scenes), but that might not be a bad way to get into it.  If they know each other, and they're comfortable being around each other while the action is going on, that's a major plus.  You'll need to be willing to provide some direction, unless you're truly content to "play it by ear".  It doesn't have to be as detailed as the director in a porn flick ("OK, Haley, start sucking now... a little deeper, that's good... Tiffany, go for the clit rub, and moan for me... Brandon, get up and bend Haley over the bed... that's good, right, right..."), but if you've got your heart set on seeing them go down on each other, you should probably make sure they're good with that.

Don't spring any significant surprises on anyone -- if you and your ATF come back to find another lady waiting in your hotel room, the ATF may well be pissed that she's only finding out about it then.  Don't try to make it a "quickie" session, either; I wouldn't bother with less than 90 minutes, and would strongly recommend even more time.  Make sure that if you've got a script in your head about how you want things to go, you mention it to everyone else involved; most providers will be understanding about a client's requests, as long as it isn't something outside their comfort zones.

Don't be embarrassed to say that you've got some requests.  Be willing to discuss them, as they might not be practical in the harsh light of reality ("If I try that move in 7" heels, I'll break my ankles"), or your partners might have some insights that will improve the experience for all concerned.

If this is going to be your first threesome, I'm guessing that you'll experience some anxiety just at the thought of it. Here's my suggestion.

If you have a regular/favorite provider and know that she does 2-girl shows, jokingly drop some hints that you might be interested in one. Assuming that she knows you pretty well, she'll probably get the idea and show up with a girlfriend unexpectly one time.

It's now basically too late to think about it and get nervous about what may or may not happen. Just do it, but don't hesitate. Get things rolling quickly and enjoy.