Millie and Melody Mouse are Minnie Mouse's nieces. Minnie has had an inconsistent list of nieces. In Europe and Brazil, most often a single niece is depicted, even consistently named Melodia (Melody). She is a Disney Studio creation by Jim Fletcher in the mid-sixties whose primary "task" seems to be to drive Morty & Ferdie crazy.
However, in at least one other Italian or Brazilian tale Minnie did have another niece named Zizi (whether this was the name of Melody's twin or just another name for Melody is unknown). However, in America, Minnie has had a couple sets of twin nieces as portrayed by Paul Murry, named both Melody & Melinda and Pammy & Tammy (these could very easily be the same twins, but Paul Murry and his writer forgot they had already named them in a previous tale). There is also one more set of twin nieces who appear on occasion named Lily & Tiny, though these two are distinctly much older than Melody (and Melinda), often used as teenage foils for Minnie. These teenage nieces have yet to appear in comics printed in the USA.