How it works is a bit odd, so I suspect this will be a common question for a while.

Another way to do it:

New Game (That is all, one option)
- Now In Character Creation
In top Corner have an -Invite Multiplayer- button. If you want to MP, click it.
Now the graphic in the previous post appears, server does it thing and now the player can join to create their character.


No need for Single/Multiplayer start. "Hey What's the difference?" all day in global chat.