Cherry and Blitz were raised from a young age at Cocolia‘s orphanage and were very mischievous. Their backstory (from the manga) were that they were sneaking into the X-10 laboratory to try to find a way to become ‘stronger’ because they were failing most of the tests that Cocolia gave them.
In the lab, they found a syringe labeled with the name of an emperor level Houkai beast (unknown). Because they thought it would give them more power, they toke the syringe and injected what was in it into themselves. They blacked out for 2 days and then woke up with twirly tails and their sought for newfound powers of an Emperor beast.