ToMoonie

I'm pretty sure they're Outer Gods; really powerful ones with how the Dragon warned her daughter about the Black Eye [the one with red].

Why are they always with him?

For the black one, when he got the ring and used it; the being had said it would watch him. I'm assuming when he used the ring he obtained from Zeus the outer god attached to it saw the black eye and was like "oh I see, I think I'll watch him too". He used both items to take on a restriction of use. They're curious on what he'll do with the knowledge he possesses as well as try to learn how he knows something that no one else knows and even more so since it was never recorded.