Why do my guinea pigs act like this?

One of them if I hold it and pet it he will make a do do do do that sort of resembles a purr (from what I have heard from my cat) and her body shakes and the other likes to burrow in my hair behind my neck once she actually made a nest! My hair isn't even long it's like to my shoulders! Are they afraid I have only had them 1 week. Also I have been told they are prey animals so they always run away from you if you stick your hands in their cage but mine climb onto my hand immediatelyy. Is this strange, bad or good?