Multi-exposure hails from film days where people shot two photographs on the same piece of film. By doing this you can combine two photographs together to create a new, potentially interesting image. Multi-exposure portraits have become quite popular of late where people will shoot a silhouette or portrait of themselves and then pair it with a photo of a tree of a city to make things look more interesting. To do multi-exposure in your camera, your camera needs to have a multi-exposure function. If it doesn't, you can always complete this technique in Photoshop.
If you're using a Canon camera, you will find it easier to shoot multiple exposure in in live view as this will give you the outline of your first image thereby allowing you better control over the final product. The dark parts of the photo will be overlain by whatever is in the second photo in those sections. As such it's easiest to start off with a silhouette as your first shot and then something else for your second.
Here are some example images of multiple exposure images.
These are all done in camera. However, you can always do it in Photoshop. Sometimes the technique is better in Photoshop as you have finer control over the image. Below are two images I did in Photoshop rather than in camera.
So there you go, that should be another idea for you to experiment with.