kmja: how can you play multiplayers on this game?
If you start a multiplayer game, then (depending on your settings) someone can join at the character creation screen by Direct Connection (IP address) or LAN, and you can each customize your own character.
Once you are in the game, you can get your Server ID in the Connections Menu (diamond icon top of mini-map) that someone can then use with Direct Connection, rather than IP address. The person joining takes over whichever main character that the host is not controlling (drop in / drop out co-op).
The main game is focused on 2 player co-op. Mods can support 4 players, and the main game can be modded to allow 4, as well (there is already a mod out for that).
The only difference between single player and multiplayer is that for co-op the party is split between two different players (there are 2 main characters, and up to 2 additional characters can be recruited). In single player you can split your party up and have them doing things at different locations (use one character to distract an NPC, then switch to another to poke around, etc).