If both chains and the cassette are new, and you ride each one about the same, no big deal. If you ride one way more than the other, and allow the chain to wear too much, it will wear the cassette out also, and it won't work as well with the other, less worn, chain.

The best way to do this is to buy yourself a chain checker. This is a simple little tool that measures chain stretch. Assuming the cassettes on both wheels are new or in good condition, you'll never have a problem as long as you replace your chains when they've reached the max allowable stretch. If the chain stretches too far, then it will wear the cassette out. When you try to run that cassette with a new chain it will shift like crap.