Some webservers and CSR-code generators might have SAN fields included for CSR-code generation. You can use those fields if you are sure about the domains and the number you would like to secure. You are not obligated to fill in SAN fields during CSR-code generation, but you will be able to edit them during Multi-Domain SSL Certificate activation.
Please note that your main Common name cannot be changed during the activation process. In case you need to change your main Common name, a new CSR-code should be generated.