Hi ! This is just some steps about how I would handle such a project, but I guess there's different ways to do !
I would first create a character-sprite, then add to it a variable "player".
Then put 2 instances of this sprite into a scene (or more if you want more players) then give to their variable "player" values "player1", "player2", etc..
Then, with the object "keyboard", I would assign some keys to control instance with variable "player = player1" , then other keys (or pad, or mouse) to control "player2" etc.
Then the difficulty may be the confusion among interracting characters, since they are the same Sprite object (character), it may be problematic to designate attackers from defenders. (ex: if Character collision with Character, then Character ... wait, which one are we talking about ?)
To solve this, I would for example use Families (create a family and then put the character into it, so you can do "if Character Collision with Family") but theres many ways to do.
If you want different characters for each players without having to copy all events for every Sprite, consider using Families from the beginning.
If it sounds a bit complicated, you should start with smaller projects in order to get familiar with families for example.
This is just in case you want to make local multiplayer. Network multiplayer is very complex and requires advanced skills I believe ...