"To be on the same page" would refer to information: We make sure or affirm that we are talking about the same topic. Are we on the same page? Now we're on the same page! To "be on the same wavelength" would refer to a rather emotional (or, if you wish, energetical) level: We come along well with someone and like each other. I hope, that helps 🙂

These are two metaphors. If you understand their literal meanings then you know all there is to know about them. The first says that the two people are reading from the same page in the same book. The second says that the people are communicating at the same frequency. That is, each is sending and receiving radio signals at the same wavelength, which is what makes radio communication possible.