If you are having trouble and wanted to enable two controllers for a two-player games ie Lego games playing co-op of FIFA? trying myself I was absolutely baffled as when adding my two controllers to the shield both controlled the same character instead of adding a new player.
So here is how you do it you need to start the gaming stream, for example, start the game you want to play from your shield then on your shield controller hold the play/start button on your controller which brings up the menu in the picture underneath and then go to the 3 dots on-screen and enable multi-controller mine was disabled by default you just need to enable it this worked a treat for me.
Tip its need enabling every time you play a game.