Can you play with a friend or only anonymous?

There is no way to tell who you're playing with. That's what makes Journey's multiplayer so unique. You meet a stranger, you travel with them. There's no invite system at all. Anonymous travels only, however I urge you not to just dismiss the game purely on that fact. It's a game well worth experiencing. You don't HAVE to play multiplayer either. If you're signed out, no-one can join. You can Journey alone if you wish.

Of course, it's entirely up to you.

This game is truely unique and full of greatness!!! I'm on my 20th playthrough, I must say this is one game that never gets old or boring to play!!! But, there might be a way to beat that anonymouse option, I think if you jot down the names of the companions you met along the way and add them as a friend, maybe you would be able to let them know when your getting on Journey and just maybe if they enter at the same time, it's quite possible you'll know who your playing with.....

You get synced up with partners based on the state of the environment, so if you put the environment in an odd state, you'll be less likely to get randoms and your friend can do the same to get partnered with you. For example, on the bridge level (first place you can meet others) you can put the bridge together except for one section you'll be less likely to have random people wandering in. It's probably easiest to set up on the following chapter, as less people are likely to skip the first cloth creature and do others.