I wouldn't know how to play this game solo so how would this work xD tried the demo it's pretty insane.
The best thing I could tell you is go look at some Let's Plays on youtube, they tell you a heck of a lot more, in easier to understand language, than the tutorials ever could.
And as far as the MP works I also have no idea. I say the first thing you need to do is get your game key and go to the Paradox Forums here: http://forum.paradoxplaza.com/forum/forum.php
Sign up to the forum and register your game(s). It looks like it signs you up to be able to use the Metaserver for mp. Once that has been taken care of go to "your games" on the site and click the little lock icon next to Crusader Kings II once it's been registered. This SHOULD send your password to the metaserver to prove you are who you say you are. Then you turn on the game, go to Multiplayer the Metaserver and sign on using your Paradox screen name and password. This IS case sensitive apparently. I've only gotten up to this point though, and don't know how the server itself works or even looks like.
I've been playing Crusader Kings II for several months now and I wanted to get in some multiplayer action but I'm not a part of any other large gaming community where I could find enough willing participants. It'd be amazing to get 5-10+ people on Giant Bomb to play against as I've heard some amazing stories from other games such as Europa Universalis.
So what's the word on setting something up, duders?