So i added twinspot gobies to my tank.
Cool little fish, also referred to as a [FONT=Verdana, Tahoma, Helvetica, sans-serif]
Signal Goby, or Crabeye Goby.[/FONT]
When i purchased them, i noticed the two swimming consistently together in the store tank. So far so good i assume.
If by "good" you mean as far as signs of being a true mated pair - then yes. As long as this swimming together was peaceful and not aggravated or hostile pestering.
The first night they burrowed underneath a rock.
Mated pairs are monogamous and will share the same burrows. Single individuals - whether two males, two females, etc. will not, and two males will actually fight relentlessly if kept together unmated within a rather confined area. They are very territorial. So two burrowing together is a surefire sign of a mated pair. 
By the next day the dug up somewhere else in the aquarium... in which they stay together still.
This is interesting, because - even though they may just be moving about to claim their stake (these gobies will make several burrows and close the entrances to them, then return to them later), this is also something commonly seen in mating. A burrow will be created and shared for mating, then the egg will be kept in that burrow, watched over by the male, the parents will soon after re-located to either a new burrow, or an older one that they had closed off previously.
How can i assure myself that they are indeed a pair??
I think you can rest assured now. You have what appears to be a true mated pair. Congrats. Happy Keeping!