Changing a Regular Outlet with Two Neutrals and One Hot to a GFCI Outlet (no ground existing)
The first rule of GFCIs is, if you don't really know how LOAD works, don't use it.  

On a plain receptacle, the extra screws are spare terminals (unless the tab(s) are broken, then different deal).  Not on a GFCI. 

This sounds like a picture postcard case of "don't use LOAD". (I know exactly what it does and I wouldn't use it either).   Either pigtail the 2 wires to the 1 LINE screw, or most GFCIs provide a method for back-wiring 2 wires onto 1 screw, in which you insert the back-wire and tighten the screw (a lot) to clamp them.