Can two moons rotate around a world in opposite directions of each other

Yes, they can. At least at first. If you have one moon who originated from the world itself, and the second which got caught in world's gravity well, then it is possible for them to orbit in opposite directions. Problem is that such a setup may not be very stable, which might then result in one or both moons crashing on the planet or flying away after some time.

 

it's fantasy, do what you want.

 

Since a retrograde moon is captured rather than formed with the planet, I would suggest that your world may have a deep, old mythology around when the second moon appeared in the sky.

 

I would like to point out that these events happen in astronomical time, not human history time. The moon would've most likely been captured millions, if not billions, of years before a people would show up to develop a mythology

 

Not necessarily. Earth currently has 2 moons. The big one that everyone knows about and that has been captured, called Kamo’oalewa. Kamo’oalewa is expected to stick around for another 300 years or so and was only recently discovered. Now, it is only about 50 meters across, so you can't see it with the naked eye, but events like this do happen and it is theoretically possible for a very large asteroid to get captured.

 

Kamo’oalewa is not a moon, regardless of click bait science articles calling it one. It is a quasi-satellite with a highly unstable orbit that kinda sorta has the Earth at its centre (it doesn't really). It is also undiscoverable for pre-Space Age societies and therefore completely irrelevant to the point being made

 

Well. It might be unlikely, but an event can occur in the span of human memory. Ill go back to its fantasy, do what you want.

My two cents is i think it unlikely to maintain indefinitely, and eventually the moons will mess up each others orbit or start going the same direction. But perhaps it would take many eons for that to happen.