Have you ever used IM with multiple participants? Each IM session prepends the data that it sends with the id of the user. So, you see a session like:
Tom: What you want to do?
Dick: I don't know. What you want to do?
Harry: I know. Let's get drunk.
You have no problem following a session like that, right? Now, without the names, it looks like:
What you want to do?
I don't know. What you want to do?
I know. Let's get drunk.
Hard to say what is going on there, or how many senders are involved, right?
Each device in your network needs to send it's (unique) identifier along with its data (or request for data), so other devices can know where the data came from.
Physically connecting two of the devices to two Arduinos is not different from connecting one to one Arduino.
Having some protocol, where one device is master, and the others slaves that do not initiate transmissions, is helpful to prevent two devices from transmitting at once.