A multiple exposure is where you take two images on top of one another. This used to be achieved in the days of film, where you would take one picture and then instead of advancing the film strip to the next frame to take the next picture, you would simply leave the film in the same place and take another picture right on top of it. This tutorial covers two ways of doing this. With your camera or using Adobe Photoshop.
To learn more tricks like this one, check Evan Sharboneau’a fantastic ebook Trick Photography and Special Effects ebook.