Choose two classes. Dual-classing allows you to knit these classes together in unique ways. At 1st level and each level thereafter, choose whether to take the class features (and Hit Dice) from class A or class B.
The exception are chart progression features (spells, Sneak Attack), which progress sequentially using that class’ chart. In the case of two spellcasting classes, use the multiclassing rules (i.e. universal spell slots).
For example, say you want to play a Rogue/Wizard dual-class character, and you're at 8th character level. You must have Dex 13+ and Int 13+. You might select Rogue for levels 1, 3, and 5 (3d8 hit points, Dex/Int saves, Rogue proficiencies, Expertise, Sneak Attack 2d6 as a 3rd level rogue, Thieves’ Cant, Roguish Archetype, Uncanny Dodge), while you select Wizard for levels 2, 4, 6, 7, and 8 (5d6 hit points, Spellcasting as a 5th level wizard, Arcane Tradition, 6th level Arcane Tradition feature, and two Ability Score Improvements).