It's also a question of what kind of shape you're currently in. Any martial arts class worth its salt will be a brutal workout, but if you're looking to actually work hard and make progress, you're going to want to attend more than once a week. So if you sign up for two martial arts at the same time, will you be able to handle, say, two or three classes a week in each?
Maybe start with either BJJ or Muay Thai (doesn't matter which, they're both excellent), get a feel for that first one and get into better shape as you train. Then decide if you have the time and energy to add a second one, or if you should just keep focusing on the one you started with.
If there's an actual mixed martial arts school near you, that would be good too, because they train you in a mix of styles and balance them all.
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