Oh no! no! Don't be scared! The separating membrane is almost impossible to see. They have to catch the "light" just right.
Chances are that your twins have their own amniotic sacs
(edited to fix that. I meant amniotic, not gestational here.)
Congratulations!
Really -- it's VERY hard to see the separating membrane -- by 11 weeks with my twins they appeared to be having a blast bouncing off of each other -- they appeared to be interacting, taking swats, etc -- but they did have their own amniotic sacs (they did share a GESTATIONAL sac -- and a placenta -- but they were safely in their own bag). Statistically, it's very unlikely they share the same amniotic sac.
I could NEVER (and I had over twenty-two ultrasounds while pg with the twins due to my cervical cerclage) see the separating membrane unless the u/s tec was there TRYING to find the membrane to check it and could show me the tiny filament of a line. It would flash in and out of visibility like a kite string catching the sun.