It's something I heard from my uncles (a pair of twins) and their mother. I can find stuff online, but it's in Italian. Googling for gemello più vecchio (Italian for ‘older twin’) does turn up relevant stuff, so it's not something my grandma made up. EDIT: apparently there was a myth about the first to be conceived is the last to be born (which for identical twins is Not Even Wrong). Someone answered on Google Answers, "if you went in a phone booth with a friend, the first of you to get in would be the last to come out, wouldn't she?"