You left a lot of details out. For me to be able to help you I must really understand what you saw them doing. Don't spare me the awesome details, as you put it.
So, you joined in and you enjoyed it, shebi? Well, again, without all the facts I can only hazard a guess. Sounds to me like (and this is only based on incomplete info) you are gay. Now, that is assuming your girlfriend's friend is a guy. If however, the third party of your threesome is another girl, then sir, you are a mumu of the highest order. You have been housing your girlfriend's lover under your roof.
To do or not to do? You have done naw.
But wait o! You said you came home and caught them in the act. How did I miss that? My brother, you are in grave danger! I saw the same thing happen in a Nollywood movie! You see, you wouldn't have caught them if they didn't want to be caught. You also said it’s the best sex you've ever had. It all adds up now. You see ehn? Your girlfriend is a winch. Her lover is her winch mate and they are under instruction from the Queen of Nigerian witches to capture your manhood through hot, animalistic, satisfying sex. You are finished.
When you saw them luloxing, why didn't you just do what any normal Nigerian man would do: begin to shout and curse and promise to expose them for the witches that they are? (After all, only people possessed with unclean spirits engage in same sex loluxing, shey?) But no; you took off your clothes without permission or invitation and you joined them. Why? Because they have already captured your soul even before then.
The only thing left for you to do now is to go and find a strong juju man that lives in a bush and decorates his face with white chalk marks. He would do a strong deliverance for you that involves forcefully spitting ogogoro onto your face while chanting indescribable gibberish. At least that is what Kanayo O Kanayo did in the movie I saw, or was it Ramsey Noah? Anyways, the movie was titled The Lesbian Witches of the Evil Forest, or something like that. Go and find it and watch it.
Good luck with all that!