What model Tamagotchi do you have? Twins are not available on any of the Connection-series models. Twins are available as special characters on certain older models (from 1997 - 1998) such as the Angel Gotchi, Forest Gotchi, and Devil Gotchi.
Well I have found one way to get twins. They aren't on the same screen but they came from the same parents. They were once on the same screen with the mother.
I just mated my 2 V4.5's, Izzy and Jen. They had 2 baby girls. I refer to them as twins because they are sisters and they're the same toddler and teen character.