Oh, you can play two players. You switch to the inactive character when you switch between them. All of the puzzles are the same no matter what mode you play, but the more players you have, the more creative you must be to get past, since switching isn't as free to do. It's just my friend wanted to always be the wizard, so I was never just stuck as the warrior who couldn't move so well because the rogue was free. I could swap to rogue and swing around and all that wonderful stuff. Or likewise, I can go rogue and he can swap to warrior... then I can swap to wizard and steal I'm. =o
Also, Trine 2 has a multiplayer feature that allows you to play as any combination of characters. You could have three rogues if you wanted. I should add that this feature is optional and off by default.