After their walk together in Chapter 1, both Enfield and Utterson suspect that there is something wrong about the relationship between Jekyll and Hyde. They both seem to think that there is some sort of coercion going on.
Enfield believes that Hyde must be blackmailing Jekyll and that is why Jekyll gave Hyde the check to compensate the family of the girl he trampled.
Utterson knows that Jekyll's will specifies that Hyde should take over his possessions if Jekyll should go missing. Because of this Utterson is afraid that Hyde is somehow controlling Jekyll.
So, at this point, neither suspects that Jekyll and Hyde are alter egos, but they worry about Hyde controlling Jekyll.