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They heard each other immediately, from the farthest corners of the Timeless Halls, as though incorporeal beings might occupy a physical space in an abstract manifestation of an Omnipotent's transfinite mind.
Yet, they heard each other and learned about each other's existence by hearing the first note of their unintentionally shared music. It was the lowest note since the creation of Ainur; vibration of the thickest string, or, rather, two thickest strings, for they both played the same chord.
They didn't have names then, but they need them not, naturally, since they were only just born, so the acquaintance had to be made through the single medium available and familiar to them.
They connected across the Halls, and played more. Each and every following note was mirrored, doubled, echoed, and their happiness grew.
Then came Eru's Song, the creation of Arda, and though the splendours of the new world amazed them less than they were amazed by each other, they followed Oromë, their master, and descended among others to the Earth.
Now they had choice of bodies, and names as well: Alatar and Pallando, Pallando and Alatar.
Always together, others laughed with warmth, their horses side by side on Oromë's hunting party, hand in hand in the restful woods of Lórien, when the hunt would cease for a while.
Then harmony was no more, and they both ached for Eru's Children, and despised Morgoth, and later Sauron. They both raised their hands at the conscription, but one a mere fraction of a second later, and Oromë chose only Alatar, unwilling to spare another of his Maiar no matter how noble the cause was. Other Valar, though, took a different view.
And here, on a shore of the Middle-Earth, the five of them stepped out of the ethereal boat, taking shape as they touched the ground, each in the most fitting body and clothes - supercilious white, warm brown, abstemious grey - and sea-blue, coming in two, soon to be called Ithryn Luin.