In Goethe's Faust Part I, in the section preceding (1064-1109) "Two souls, alas, exist in my breast" (1112), Faust delivers a long lament. It is the content of this lament to which the remark about two souls refers.
Faust says that humankind wants what is not known and yet what is know is worthless. Then he describes in Goethe's exquisite language the sights of evening that he and Wagner are gazing at. Faust says of the day: "Mild it retreats, the day that’s left, / It slips away to claim new being." Then he doubles his lament by saying that he desires wings that will lift him to the declining light and keep there so that he might gaze down at Earth in "eternal evening's light," seeing "silent Earth beneath" his feet, forever.
The two souls, as he explains in 1113-1117, are (1) his love of earthly life to which he clings with a tenacious grip and (2) his desire expressed as quoted above to go beyond the bounds of Earth and know the unknown. It is here that Goethe foreshadows Mephistopheles' upcoming offer to see the world on a magic cloak when, in Faust's continuation of his expression of desire to be free of his earthly limitations--which he also loves tenaciously--he says he would never resign a cloak that could fly him to remote lands:
Yes, if a magic cloak were mine, that
Would carry me off to foreign lands,
Not for the costliest garment in my hands,
For the mantle of a king, would I resign it! (1125)