My cats nerves are making me anxious PLEASE HELP!?

i got a new cat today he was so ncie and playfull from the moment we got him then i let my nieghbours cat in which i adore but when my new cat saw him he went all quie and up tight when i let me nieghbours cat out my new cat kept running over to the window and watching him outside and wouldn't mvoe for hours wouldn't play or anything and it's really making me anxious and i fell im on erge of a panick attack and don't know how to sort this out i love both cats so much and i dont want to give up either, ive clsoed the curtains but my new cat keeps tryign to jump back up onto the window ledge to look at the other one please help i don't know that to do