When you start a multiplayer game, in the character creation screen you can use the Steam overlay to invite a friend, or have them use Join from the main menu (depending on your multiplayer setting). That will allow both of you to customize your own characters.
Once in the game, you can also send an invitation from the Connection Menu (diamond icon top of mini-map). In that case, they will take over the main character that you are not controlling.
Note: there is an update pending which will break saved game compatibility. Current version is 1.0.115, so if you get going before the update goes live, don't play for hours, or next time you start, you'll have to start over.
The release on the 30th will also require restarting.
