We have two... and we love them! First of all, my suggestion would be to take them to a vet (one who sees all kinds of animals, not just dogs) and get them sexed and given a thorough check up. Here's why: We adopted our first cavy (guinea pig), and we were told it was a female. So of course, we got another female, so they could be friends, but not mate. Well, hello, our first "female" starting doing the "rumble strut" a kind of cavy romantic mating ritual... we had a male! We proceeded to have him fixed (yes, it was expensive), but too late! Our female was already pregnant, and we had two more cavies. Pet store employees are notorious for not having a clue what sex the cavies are. Sometimes it's hard to tell.
As far as the shedding, your cavy could simply be stressed OR he/she could have a skin ailment picked up wherever you bought them. Since you have two, I would also suggest making your own cage, at least 2' X 4'. They do need room to run around... they'll be happier and healthier. For tips and great info, go to cavycages.com. I asked my heating co to make a 2X4 pan for me, with 3" sides, and I simply got that closetmaid shelving material cut the same, and made sides for it. Anyway, as you can tell, we really love our cavies! Good luck with them.