As the pregnancy wore on, we seemed to forget about it, but then a strange thing happened: after Jessie was born, my wife said she kept on hearing another baby cry. She found herself searching for it and feeling at feeding times that she had to find and feed the other baby first. The feeling was intense and it lasted for six weeks - the exact amount of time that the twin had survived in the womb - but then it receded and we forgot about the lost twin again.
From the age of two, Jessie yearned for a sibling, literally begged us for one, and when we were finally ready to oblige she surprised us by announcing that the new baby would be "her twin". When Kayla was born, Jessie, then aged four, would often say, "I wish we were twins", or "We two are twins". None of her friends said such things. Somewhere, unconsciously it seemed, she needed to heal the experience of starting as a twin and coming into the world on her own.
You see, we never told Jessie that she was born a twin. It seemed an unnecessary burden to place on those little shoulders. After all, what can a six-millimetre long foetus recall? It's impossible to know, but somehow ... somehow she's very interested in twins.
What is the impact on a lone twin whose sibling dies in-utero or at birth? How profound is the bonding process that takes place in the womb? When does consciousness begin?
These questions have been uppermost this week as the nation has been embroiled in the heart-wrenching story of the 28-year-old single mother - Miss B - who chose to abort a healthy twin because she felt she could not cope with two babies. The "selective termination", believed to be the first of its kind in the UK, was controversially carried out by Phillip Bennett, professor of obstetrics and gynaecology at Queen Charlotte Hospital, London, on a foetus, whose exact age was unclear but is put at between 12 and 16 weeks.
At the heart of the public furore against what many ordinary people, not normally opposed to abortion, regard as a "cold, hard fact" is the belief that twins are different from other foetuses, that to kill one psychologically traumatises the other, not to mention the mother, for whom the living twin is a constant, cruel reminder of her decision to abort.
Sarah Smith, a 25-year-old from Los Angeles, is one of only a handful of twins in the world known to have survived an abortion. She says that her own experience - of chronic loneliness, severe depression, anorexia and the feeling that something essential was missing from her life - led her to be extremely worried for both the surviving British twin and the mother. "The one twin will always know the other twin was there and will always long for them and miss them," she says. "It will be very difficult. I can't tell you how important it will be for the twin to have people around him or her to support and love them."
But how seriously should we take lone twin tales of grief and loss? How do we know - indeed, how do they know - if they are not using their lost twin as an excuse for all the pain they carry in the world? Don't we all long for that perfect other to whom to relate?
Doctor Elizabeth Bryan, a consultant paediatrician and medical director of the Multiple Births Foundation, says that how early bonding takes place is one of the great unknowns of medical science.
"The most we have is the study in 1989 by Alessandra Piontelli, a professor based in Milan, who tracked the relationship of sets of twins from womb to childhood.
"What she found, as she watched them on ultrasound scans, was that she could categorise their relationship in the womb - as the `playful pair', the `cuddly pair', the `hostile pair' - and that the relationship they developed after birth corresponded exactly to the relationship begun in the womb. We simply don't know when bonding begins, but this study and the personal testimonies of lone twins suggests strongly that the impact of bonding in the womb is profound and significant."
Take the story of the lone twin David Elvy, a 48-year-old land surveyor from west London, whose non-identical twin, Dawn, died within minutes of birth. "It seems that for the first two years of my life I hardly slept - I just lay awake crying," he says. "Our GP, who was also a psychologist, said there was no physical reason for it and put it down to me pining for my twin. I've always felt an emptiness, a loneliness, a searching for that part of me that was missing. She was always my imaginary friend. But I also felt crushing guilt. There had been too much of me and too little of my twin. For a long time I believed that I had entered this world as a murderer. I had taken what was rightfully mine together with what was rightfully hers."
As Elvy grew up, he developed an identity that, quite eerily, incorporated his dead twin. "If Dawn had lived, she would have been disabled and, I think, a caring, loving person. In any situation, I always think what she might have done or said. This might seem odd but I have developed two contrasting sides of me and two completely different sets of friends.
"At one time I was in the Territorial Army intelligence corps, which was very much `a David thing', but at the same time, I did voluntary counselling which was `a Dawn thing'. There is a degree to which I sometimes live my life through my twin. You could call it split personality, except that I have control over it and I see it as a depth to my character rather than a weakness. Perhaps it is a way of coping with her death.
"But it's not just the death of any sibling. I had another brother who died when he was three months old, and I don't feel bonded to him. Dawn and I played together as children, we shared many things, we live as one. Who could possibly understand the way I feel deep inside, deeper than any person could reach?"
But David never knew his twin. So what was it then that he lost? "It's a misconception to say I didn't know my twin. I knew Dawn for nine months. They were the most intense nine months of my life. You don't get closer than being together in the womb," he says.
Joan Woodward, a psychotherapist who founded the Lone Twin Network in 1989, a support group for lone twins to share their grief, says that "twin loss is a concept that's very difficult for singletons to imagine because being that close to someone is beyond their experience".
The closest we get to it perhaps is a night's sleep in the same bed with our partner. Interestingly, sleep studies have shown that when people sleep together, they make unconscious adjustments all the time. When one partner rolls over, the other automatically compensates. This "dance" continues throughout the night, to and fro, an instinctive duet put together in nine hours.
Imagine lying less than an inch apart from another human being in a snug, enclosed space, not for nine hours, or nine days, or nine weeks, but for close on nine months. Every movement they make, every bodily rumbling, you know about. Add to this the fact that if you are identical twins, you come from the same egg, the same sperm and have exactly the same genetic material. How could this not be the most profound experience of anyone's life?
Of the hundreds of lone twins Woodward has interviewed, the surprising finding was that the most traumatised were often twins who lost their sibling at birth. "It seems that memory occurs in the foetus at around six months and that for the last three months in the womb, the twins definitely have an awareness of each other's existence," she says. "But as far as we know, memory may occur earlier. Clearly, the bond between them is likely to be stronger the more time they spend together in the womb. But this is a grey area and the fact that we can't measure the bond scientifically certainly does not mean that such a bond doesn't exist."
Mary Heighway, 53, a public relations assistant from Winchester whose twin sister died when she was a day old, has found it healing to track down where her twin was buried. "Mum never saw my sister, but dad said we looked like two identical apples, so I assume we were identical. I was christened Kathleen Mary, to cover both our names, but I've always been called Mary. I assumed my sister was Mary and that I was Kathleen, but when I looked up the records I discovered it was the opposite way round. I tracked down where she was buried, I needed to because my relationship with her had been central to my entire life. I expect my husband to be like a sister, for example, which is quite hard for him at times. Mother told me she was buried in a communal grave somewhere, but the cemetery officer did some investigating and told me that my sister had her own coffin, and he let me put a little stone there, a little vase with her name on it. I go there four times a year and always on our birthday. It's a great comfort to know where she is."
Mary Heighway says the case of Miss B has churned her up because "the woman obviously hasn't been counselled properly and so cannot have made an informed choice". She has written to Professor Bennett expressing sadness that he did not first talk to the Lone Twin Network to understand the deep feelings that people in this position have.
"What they've done is like cutting a whole person in half. When the twin gets older, they will feel great loss and perhaps guilt that they are the twin who survived. And they might feel very, very angry with their mother. The mother will feel guilt too. It will be awful for them."
But what if Miss B simply never tells her child that she was a twin? Sarah Smith, the Los Angeles survivor of a twin abortion, advocates telling the twin as early as possible. But what about less public and less clear cut cases? Should I, for example, tell my daughter, Jessie, that she was a twin? "Tell her! Tell her! as soon as possible," advises one lone twin. "It sounds as if somewhere she already knows. And to hear it will make sense to her in a way in which singletons cannot imagine."