There are two people in the Riften prison, a woman and a guy. Oh you can talk to them but you cannot break them out of jail. Is there any quest associated with these two? Or did Bethesda just place them in the game to peeve you off knowing there is no quest with them?

my guess is that the guy is the son of Thane Black-Briar who runs Riften. So there is probably a quest associated with him.

Oh yes, I am aware of Sibbi.

But he is on the top floor. On the bottom floor there is a female named something with the word innocent and a male named Twice-Killed in two different cells.

I unlocked their cells; if they want to just stand there it's not my problem.

Well there lies another issue, I do not have an option to unlock their cell.

To be fair, I might be thinking of a different prison. There are a few places where there are people in jail cells that you can unlock, but they don't leave, and if you talk to them they just go "What do you want?" or "Leave me alone" or similar.