Multimeter into wall sockets
That depends on the type of multimeter and mode setting.

Meter is accidentally on Amps mode: You get bitten as if the meter wasn't there.
Additionally, never try to measure amps at a wall socket by putting a probe in each side of a wall socket. It will instantly blow the fuse if the meter has one, or blow the meter otherwise.

Digital and FET multimeters in voltage mode: These have an input impedance of 1 - 10MΩ, some even higher. The highest possible current would be around 200μA for a 230Vac line voltage. This may bite or tickle you but won't be lethal, which is not to say you should try this.

Cheap analog multimeter in voltage mode: These typically have an input impedance of 2kΩ/V. At the 300V scale position, such instrument would have in internal impedance of 600kΩ, which is considerably lower than a typical DMM, so the current would be higher. That only gives about 0.4mA at 230V, which you may not even notice.
At lower voltage settings, the resistance would be lower. The needle will peg immediately in these lower settings, but it will still let the current through. The lower you go, the greater the risk of damage from electric shock.

Electrician's DMM with a low-Z mode (a special voltage mode): The impedance is usually around 5kΩ. That would also bite you as if the meter wasn't there, possibly tripping an RCD.