I just found out my parents baptized me twice as a baby in two Christian Churches: Catholic and Orthodox. I am concerned, is it bad to be baptized twice? What can I do to sort this out?
I'll answer from the Catholic point of view, because I'm Catholic, but I think the Orthodox would agree (just interchange "Catholic" and "Orthodox" in the rest of this answer). Your first baptism is presumably valid (unless it was done in some weird way --- it's possible to mess up a baptism to the point of invalidity, but that very rarely happens). The sacrament of baptism can only be received once, so your second baptism is invalid, i.e., it's not really a baptism at all. The Catholic Church regards Orthodox baptisms as valid (and vice versa, as far as I know). So from the Catholic point of view, you're validly baptized, no matter which of your two baptisms came first. If you've been practicing the Catholic faith (attending mass, receiving communion, going to confession, etc.) all along, you have nothing to worry about. If you haven't been practicing the Catholic faith but want to begin, you should consult a priest about what you need to do. That may involve receiving instruction in the faith, it may involve making a general confession, or it may involve other things that don't occur to me just now. It should not involve baptism unless there's reason to suspect that both of your previous baptisms were invalid.
Edit: A comment requested sources for this information. The one I have handy is "Moral Theology" by Fr. Heribert Jone, which I consider reliable because it was recommended to me by a traditional Catholic priest and because no one has given me any reason to doubt it. Baptism is treated in detail in Sections 464 to 486. In particular, see Section 472 concerning validity of baptism by non-Catholics and Section 473 for the impossibility of being validly baptized twice.
Being Orthodox, it is my understanding that to practice Orthodoxy it is best to speak to a priest in such a case; he may have to consult those above him with regards to your case. Your baptisms may need to be looked further into. If your Orthodox baptism is considered invalid you may be required to undergo chrismation; a Catholic baptism is not considered automatically 'good'.