About Delve Deeper!
It may be a bit vague how to start multiplayer game, but it requires either to have multiple controllers attached or taking turns selecting and configuring your teams. The latter works by player 1 selecting team and configuring its members and hitting ready, but before hitting in the middle for starting the game, second player chooses and configures their team, and repeat until all players have their teams. Only after all players have their team should the begin in the middle be clicked. This is unfortunately a bit vague as there are no clear prompts for it.