Instructions
Click on "Multiplayer" in the Main Menu.
Hit "Connect" and then "Serial."
Push "Create Game."
Enter your name and a name for the multiplayer campaign. Click "Start Game."
Create two main characters or more, if you're so inclined. Follow the standard character creation rules of rolling for attribute points, choosing a race and class, customizing your avatar and selecting starter abilities.
Put a check-mark next to the characters you want to be your main characters. Click "Done" to start a new game with two or more main characters. You control them both as you would any other party member.