Keeping a 1/4" - 1/2" gap up off the concrete is a good idea, you can fill that with caulk, use some sort of base board or cove moulding, etc. You do not need to gap in between sheets. The expansion/contraction characteristics of the OSB are not different enough from the wood frame it is attached to to make that necessary.
BTW, not sure how you are attaching them, but unless you really think you are going to have to take them back off later for some reason, 2-1/4" or 2-1/2" stick nails out of a framing nailer work great. Fast, easy, and secure!