Just be honest about the situation. It's only shady if you're telling them all that they're the only one. Apart from that, dating is dating- people see more than one person at a time while strictly "dating", unless you want to use another term for it like hanging out or something.
For me, I use the word "date" to mean exclusivity, and I think many others do as well. Maybe just don't call it dating.
Just say you're seeing other people, and you don't mean to be exclusive right now- though I wouldn't volunteer that information. It'd be awkward to tell someone, "by the way, I know this is our first time hanging out, but we're not going to be exclusive". If it comes up, though, be totally forthcoming and you'll be fine.