Westbrook and Harden played together since they were kids, they know how they play and they know their own styles as well, they are not worried about it so why should you be. Right now Westbrook knows that he is coming to hardens team and he won't be trying to be the alpha dog there for sure but even if he does their styles are super different from each other.

Harden is known for his unathletic smart skilled plays whereas Westbrook is known for his explosive physical style of play, one will do one thing and the other will do something else, since there is two people who are super talented on the team opposing teams will hard time doubling anyone, you could even focus on harden when Chris Paul was on the team but if you do that now than Westbrook will make you pay.