Start a multiplayer game and you can have someone join during character creation (so you both customize your own character) or after (in which case they would take over a character from your party).

With the GOG version you can use the Galaxy lobby or friend invites, and with GOG or Steam, Direct Connection or LAN.

You can change the default multiplayer settings in the gameplay section of the options, or in-game / character creation, hit Esc to bring up the menu and access the Connectivity Menu.