I was in the same boat as you last month. On December 22nd, I was offered a job on an Embraer 145 due to start January 23rd. Then on January 11th I was offered a job on a 737 due to start in April. Look after number 1 is what I have always been told.
I phoned the first company up the week before I was due to start and told them "thanks but no thanks". As you can imagine they were not very happy, but a contract is a 2 way thing.
Trust me, they would drop you like a brick if the was another September 11th and they did not need you.
I was advised to try and fly the heaviest aircraft as soon as you can in your career and earn as much as you can. This is as long as your happy flying for whoever you fly for.
Make sure you have a signed contrat back with the 2nd company before calling the first. This is what I did.
PM me if you wish.