Start w/ 1 MA & get a good foundation (3-4 years) before you try another. It will make other MA easier to learn.
Also, Sai do not have blades, just a long prong w/ 2 short curved prongs to each side. TKD doesn't (usually) teach Okinawan weapons. For that you need to seek out a Shorin-ryu or Shito-ryu school.