Wait, we gotta create different saves for online playing ? Or we can have only one save and it'll be fine ? I don't have any clue of how it works...
I've just finished the game on a friend's session. If I play my singleplayer game on that same save, I'm at the start, right after the tutorial, but with my high level. So, yeah, you can join with any save you want. The only difference is that, if you want to play the story again on your own, you'll have to create a new save.