These sisters make a very complex and controversial character, in fact it's not just one, but two minds sharing the same body as you can see, and obviously one is completely different from the other, even though with the same story: the one you see on the right is called Gloomy, while the one on the left is Happy, who suffers from mental illness; this means that due to the fact they're siamese, Gloomy was taken in the nearest asylum along with her crazy sister.
The poor Gloomy suffered many trauma because of her sister, and there was absolutely nothing she could ever do to overcome those while living in such horrible place. While Happy's condition was growing worse, Gloomy on the other side was growing sadder and sadder, but strangely what was keeping her sane was her love for Happy, her poor sister. They kept living in their cell for years, until the man known as the Phantom came to give them freedom; for that, Gloomy will always be thankful to her savior.
When one of them is asleep, the other one can fully control the body; when both are awake, one will try to get control on the other, as Gloomy doesn't want Happy to say too much about the Phantom's plan.