A multi-engine airplane offers redundancy, but that redundancy is conditional. The single most important mental shift for a new multi-engine pilot is this: a light twin with one engine inoperative is not a single — it is a crippled twin. The loss of one engine in a typical light twin removes roughly 50% of available power but as much as 80–90% of the rate-of-climb performance.
Climb performance depends on excess power — the power available beyond what is needed for level flight. Most of an engine's output at climb speed is already consumed holding the airplane up. The remainder produces climb. When you lose one of two engines, you remove half the total power but you remove a far larger share of the excess. This is why a Vmc-limited light twin may climb only 100–300 fpm on one engine at sea level, and not at all at altitude.
When flown correctly, a twin gives you the ability to continue flight, climb (within limits), and reach a suitable airport after an engine failure that would force a single-engine airplane down. The skill set in this course exists to make that payoff real rather than theoretical.