Double Exposures in-camera are nothing to fear, but let us walk you through it.
A double exposure is a combination of two images into one where one image is overlaid onto another at less than full opacity. This is done with artistic intent (unless you're shooting film and forgot to wind it between shots, but still you might get a serendipitously happy accident.) This can be done in-camera or in post processing. In film photography, double exposures are made by exposing the same portion of film twice, resulting in an the second image being superimposed on the first. In digital photography, double exposures can be made in-camera in some cases when it's available as a creative effect in a body, in photoshop, or in apps designed specifically to make digital double exposures.