Kneidlach are matzah balls which go into chicken soup. There was once a story of a family who served the soup with one giant kneidlach in the middle of the ball - big faux pas. Kneidlach should be just be larger than the spoon, and aren't to be eaten in one mouthful (just for a sizecheck!).
Lockshen is like spaghetti which goes in the bottom of the soup. Not too long, but not small pieces either.
You can serve kneidlach and lockshen in the same soup, although you don't want them to take attention away from the soup. Nomally kneidlach numbers are two to three in a soup.