Since we don't have more context, it could be the twins themselves. They are likely to be the central figures around which the story revolves.
The main characters in 'twin fantasy story' may well be the twins. However, depending on the nature of the story, it could also include their family members if the fantasy is related to their family heritage. For instance, their parents might have been part of a prophecy that the twins are now fulfilling. Or it could be friends they make along the way in their fantasy adventures, such as a brave knight or a clever thief who join them in their quest and become important characters in the overall narrative.
The main characters in a 'twin fantasy story' are probably the twins, of course. But there could also be other supporting characters like a wise old wizard who guides them on their journey, or a mischievous fairy who either helps or hinders them. There might be an antagonist as well, perhaps a dark sorcerer who wants to use the twins' special powers for his own evil purposes.