Double exposures are created in Photoshop by taking three images, two landscapes and one profile image. Once you have your images you take your profile image and bring it to the front of all your pictures, then take the dodge tool. What the Dodge Tool is is it lightens the image. You use the dodge tool to the make all the areas around your face completely white. Also the burn tool can darken the image (not an important fact but just good to know). The white space is called the negative space. Next you take all of your images, double click them and click screen mode. This will make all of your images see-through. Then (this is the fun part) you just mess around with adjustment layers make it look really colorful and beautiful or dark and depressing, or just explain who you are! Personally I liked the double exposed profile rather than the multi exposed profile because you get to be more abstract.
Here is some pictures to help guide you: