interviewing after offer

Hi, I received an offer a few weeks ago from a Bay Area group that I accepted. However, I was still in the process with other firms and wanted to continue interviewing just for the experience. I made it to a superday for one, and last week, I got an offer from them. I'm not gonna take it and renege, but I'm a little nervous - will I be screwed if they find out that I had an offer?

For more context, the firm I was interviewing at reached out last week and asked if I had an offer from anywhere else, and I told them I had an offer from another Bay Area (x industry/coverage) group, but did not want to share which one. Later that week I got the offer. I think it should hopefully be fine since I didn't mention any names or anything, but does anyone have thoughts?