Aenir by Garth Nix
Tal and Milla go to Aenir, a world where the chosen go to get their Spirit Shadows. Tal has broken the law by going to Aenir before the set day to visit the other world. He is looking for the Codex, a magical object that knows about every single person alive. If he can find the Codex, Tal can find his lost brother, Gref.
Tal and Milla are trapped by two Storm Shepards, who say one of them must die. Tal tells the Shepards that they can become their Spirit Shadows if they let both children live. The Shepards agree, but what Tal has done for good, Milla sees as evil. Without her normal shadow, she cannot be a Sheild Maiden, or even an Icecarl. Will Tal and Milla find the Codex in time to save Tal's family?