This is a running list of Tips and Tricks for Visual Studio Code.
Wade Anderson has an amazing list of Tips & Tricks to help make you an expert at Visual Studio Code in no time.
https://github.com/Microsoft/vscode-tips-and-tricks
Multiline editing in VSCode - Stack Overflow
On Windows, you hold Ctrl+Alt+Shift while pressing the up ↑ or down ↓ arrow keys to add cursors. On Mac and Linux, the equivalents are ⌥ Opt+⌘ Cmd+↑/↓ and Shift+Alt+↑/↓, respectively.
Press Esc to reset to a single cursor.

Or you can hold Alt and left click to place cursors arbitrarily.

You can view and edit keyboard shortcuts via:
File → Preferences → Keyboard Shortcuts
Documentation:
https://code.visualstudio.com/docs/customization/keybindings
Official VSCode Keyboard shortcut cheatsheets:
https://code.visualstudio.com/shortcuts/keyboard-shortcuts-windows.pdf https://code.visualstudio.com/shortcuts/keyboard-shortcuts-macos.pdf https://code.visualstudio.com/shortcuts/keyboard-shortcuts-linux.pdf
Source: User Alex C - Stack Overflow