Actually, it is not strange for both bulbs to go at once. I need to replace two at a time frequently for customers.
Before the days of halogen bulbs you were pretty safe in just replacing the burned out head light bulb without needing to worry about the other one. With halogens, it is common for the second one to go out within a day or two of the first one. It has become my personal habit to buy two when one blows because I'll usually need the other one very soon.
It is almost always easier to test the headlight circuit with a fresh bulb than with a test light or a volt meter. If a new bulb doesn't solve the problem, then it is time to get out the needed tools to find out why.
