"[It was] a total surprise," Nikki told People in a joint interview with her sister.
"It took even me a good week to come to terms with like, 'Oh my gosh, I'm pregnant.' I'm not ready for it."
Brie echoed that simultaneous pregnancies came a shock to both pro wrestlers.
"Wait, twins being pregnant at the same time?" Brie said. "People are going to think, 'That's a joke.' We both are shocked. People are going to think we planned it, but you can't really plan pregnancy!"
Nikki explained she and Artem -- who got engaged during a trip to France in November 2019 -- weren't trying for a baby, although Artem had made it known early into their relationship he looked forward to becoming a father one day.
"I was in yoga, and I kept getting this feeling that you need to take a pregnancy test, but I wasn't even late yet," Nikki shared.
"And so I'm like, 'Why do I keep having this feeling? Am I getting twin vibes from her? Because she just told me she's pregnant?'"
Nikki added, "I didn't tell Artem at this point. I just want to do this by myself. When I came back in, and it said pregnant, I had to sit down for a second."
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As for Brie, she apparently thought she and Daniel were done having children.
"My husband and I were trying for seven or eight months, but then I felt in my heart it was a sign from God, like, 'You guys are good with one,' so we stopped trying," Brie revealed to the magazine.
But Brie had a feeling she might be pregnant again while meeting Artem's family in France.
"I felt a little off," Brie recalled of that day. "I was irritated and uncomfortable in my body. When we got home, I took a test two days before Thanksgiving, and when I saw the positive sign, I was like, 'Oh, sh-t!'"
Although the reality TV stars are happy to be expecting, both Nikki and Brie aren't exactly feeling their best.
"We have definitely felt better in our lives," Brie admitted. "It's actually crazy because we both have the same symptoms. So we've been super nauseous."
Nikki explained she feels like she has "a hangover every day."
"And it's crazy because I'm not going out and partying," Nikki told People.
"I'm not hitting up my usual happy hours. There's no wine in my life. It's like having a hangover. I think what's been the hardest part on me is feeling this hangover every day."
Nikki also disclosed her "eating habits have changed" during her first pregnancy.
"I thought that, 'Okay, I'm gonna stay healthy. I'm going to be good.' But when it kicks in, this feeling, you only want french fries and ketchup. Vegetables sound disgusting. Anything healthy, honestly, sounds disgusting," Nikki joked.
But the morning sickness will eventually pass, and the women said they couldn't be more grateful.
"Even though I feel really sick, like, can't believe I'm going to be a mom soon," Nikki gushed.
"I'm going to have this person to take care of for the rest of their life and help them do the right things and just show them the way of the world. That's amazing! It's something I've dreamed of my whole life."
Nikki seemingly lost sight of becoming a mother when her previous engagement to actor and wrestler John Cena failed and they split in July 2018.
"When I thought it was going to be taken, for me, it was really difficult," Nikki shared.
"I was just like, gosh, I can't imagine life without being a mom and experiencing the miracle of life and raising a child. I'm just so family-oriented that I couldn't imagine not having that family life."
Nikki and Artem met when they were dance partners on Dancing with the Stars' 25th season in 2017 and they had major chemistry onstage.
Nikki and Artem began dating in January 2019 following her split from a long six-year relationship with John, who previously served as the host of American Grit.
After the professional dancer proposed marriage to Nikki late last year, the couple waited to announce the news until over a month later.
"Excited for 2020 and the next decade with you @theartemc," the bride-to-be wrote on Instagram on January 3. "I said yes in France in November! We have been trying to keep it a secret but really wanted to share our excitement for the New Year!"
Artem also shared pictures from the engagement on social media and gushed at the time, "You are the best thing that has ever happened to me. So excited for what's to come I love you more then anything and thank you for saying Yes."