For 2-of-2 multisig: https://electrum.readthedocs.io/en/latest/multisig.html
For 2-of-3 multisig: https://bitcoinelectrum.com/creating-a-multisig-wallet/

Make sure you backup all the seed phrases and master public keys appropriately.

The first reply has given a guide on different multi sig and between the two i will advice you go for the 2-of-3 multisig, my reason been that even without access to one of the keys the remaining two keys can be used to make transactions from the wallet.

Another thing is multi sig is definitely more secure than single sig depending on how it is setup was done and how the wallet is protected, you can’t use the same device to actually set up multi sig walle, each co-signer should have a different device for the wallet to avoid a single point of failure if anything arises.

So if the devices for the multi sig aren’t available just simply set up a single sig cold wallet and add passphrase to the wallet as secondary layer to it. This way the wallet is at least more secure than the normal single sig wallet.

You're better off just using a well protected cold storage if you're looking to store coins yourself. Multi-sig preferably requires each of the keys to be kept, and signed in isolation or the security would be equivalent to a normal cold storage. If you are not confident of doing either, consider using a hardware wallet. These are pretty simple to use and provides more security than most.