Can you give a little more information about yourself, Newmind? How old are you? Why have you never been in a relationship before?
What is your living situation, job situation, general life situation? How do you feel about yourself--happy, confident, etc? What issues do you struggle with? What is your social life like? What is your relationship with your family like?
How did you meet the married couple, and how much older than you are they?
I ask these questions because there is a tendency for married couples seeking a "third" to choose a relatively inexperienced young woman (circa age 21) and to take a somewhat controlling role in her life. The married couple often doesn't do it on purpose...yet somehow they never ask themselves, "Why not seek out an independent, experienced, awesomely confident 40-year-old woman to be our girlfriend, instead of a girl who doesn't know anything about relationships yet?"
However, that doesn't mean there's anything wrong with wanting to date a married couple. It could be a happy and fulfilling relationship for you.
(Actually, that should be "relationships" in the plural, because a triad is composed of each relationship separately: your relationship with the husband, your relationship with the wife, their relationship with each other, and the relationship between all three of you together).
Try to take things slowly. For example, don't move into their house with them--at least not until you've been dating a LONG time. Work on communicating and talking about everything.
Have fun and enjoy it, but don't neglect your outside life--your other friends and relationships, your career path, etc.
Single, straight, female, solo, non-monogamous.