My puppy Lucy also has a thinner coat...... it is kind of coarse.
WHen I got Hendrix (he is 4 now) his coat was really thick and soft and curly. Lucy's coat (she is 6 months) is the opposite. At first I didn't like it, but now it is amazing because it grows slow so there is less maintenance and I think it gives her character
As far as the playing...... I would just keep an eye on them, but I am sure that it is fine. If they were fighting you would know it--- it gets very viscous very quickly. Look for the cliche body language like them putting their bums in the air and stuff.... that is them inviting the other to play. Also, I have read that mounting each other is totally normal and can be because they are showing dominance or just because they are excited........ it is totally normal for them to be showing dominance to each other- they both want to be top dog! hehe.
Goodluck--- you must have your hands full with two fur-babies!