Two objects of different masses have some momentum. Do these velocities of these objects necessarily have the (a) same direction and (b) same magnitude?
1. Momentum is a vector quantity. It has both magnitude and direction.
2. Given objects have different masses. So if the velocities of these objects have the same magnitude the momentum of the objects will be different but if they have the same direction with suitable velocity momentum will be the same.
Therefore two objects of different masses have the same momentum. Only when velocities of these objects necessarily have the same direction, not the same magnitude.