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?
Your guinea pig is purring to you and that is a great sign as it shows it is extremely comfortable with you. Nesting in your hair is just another form of getting comfortable so you have no problems. You either got very good guinea pig to have calmed down this fast or you are one of these people that animals can tell they are safe with and they just were not afraid of you form the begging as it is a bit unusual for one to calm down this fast, congratulations or the great work, keep it up.
The purr means that the guinea pig likes it when you pet them, or if there is something like a loud noise that scares them they may purr. It is perfectly normal. Also, do your guinea pigs actually climb onto your hand? Do they have enough hideaways (huts), food (hay, lettuce, pellets, etc)?? If so they might just think you have some treats like lettuce or carrots. Hope this helps!