The idea is that if you have discussions with multiple potential donors, you create multiple major gift opportunities, since they can be in different stages, have different estimated gift date, target amounts, etc.
If it in reality is one discussion, enter the party that you have the most contact with as potential donor. You can add the other potential co-donors in the Comments field. N.b. that you, for the co-donors, will not be able to see that you have an ongoing discussion.
If necessary, you can flag the potential co-donors to alert other users that you are in discussions with them.