Lydia's Child-Care Diary is a book found by Luigi the Study of the mansion. It was written by Lydia herself. A passage describes Henry and Orville as being very shy for ghosts their age. Lydia says that they hid their room key in a room away from the family's.
Passage
"The twins are very shy for ghosts their age... They've even gone and hid their key to their room far away in the mansion. How very trying... They got mad at me the other day for twirling their little toy helicopter mobile... Ghost children today! Who knows what they're thinking?"