They are brothers, being Oniros (The lightest one) the big brother and Phobetor (the dark one) the big brother. Oniros was responsible for dreams and Phobetor for nightmares.
Oniros reward you with dream, and may be small predictions of what is to come.
Phobetor punishes them by showing them through the nightmares what their sins are and where they need to improve.
Oniros lost his horn protecting his younger brother.