Exploration is a crucial problem in safety of life applications, such as search and rescue missions. Gaussian processes constitute an interesting underlying data model that leverages the spatial correlations of the process to be explored to reduce the required sampling of data. Furthermore, multi-agent approaches offer well known advantages for exploration. Previous decentralized multi-agent exploration algorithms that use Gaussian processes as underlying data model, have only been validated through simulations. However, the implementation of an exploration algorithm brings difficulties that were not tackle yet. In this work, we propose an exploration algorithm that deals with the following challenges: (i) which information to transmit to achieve multi-agent coordination; (ii) how to implement a light-weight collision avoidance; (iii) how to learn the data's model without prior information. We validate our algorithm with two experiments employing real robots. First, we explore the magnetic field intensity with a ground-based robot. Second, two quadcopters equipped with an ultrasound sensor explore a terrain profile. We show that our algorithm outperforms a meander and a random trajectory, as well as we are able to learn the data's model online while exploring.