AD&D can be almost like two different games, depending on how many characters your DM allows you to play.
If you are allowed to play multiple characters at the same time, AD&D becomes more like a chess or checkers game where you fall away from role playing as much and are more like a general marshaling your forces. Obviously you are a very involved general, knowing every little detail about each character, etc...
However, this still leaves you mostly outside the head of each character.
When you are only playing one character, you can more easily become that character. The ability to really get into the role and play it out to your best acting and imaginative ability increases incredibly.
You don't just know the thoughts of the character, they are indeed, your thoughts.
You aren't just aware of what your capabilities and tools are, you have a vested interest in knowing them in detail.
Now, I'm not really trying to promote one way or the other here. More just trying to point out the main differences.
I have met some players who have gone to games where the DM required them to play more than one character in order to make sure the party was reasonably filled in order to handle the adventure/action. For some of these folks, this was the only type of playing they had done. Don't get me wrong, they liked it just fine. Have plenty of fun.
I ran a couple of games recently where I only had them bring one character in each because if not enough players showed up, I had NPC's ready to fill in as hirelings or henchmen to fill the group.
The level of excitement throughout the game indicated to me that this was an experience they hadn't yet had playing AD&D.
In talking to them after the game was over, they talked about how it had never been so "personal" for them to play an AD&D game. How it felt like they themselves really were the ones in the adventure. They even eventually really got into the role playing part after I told them that role playing didn't necessarily mean they had to change their voices or had gone to acting school. Just be yourself if you were a....whatever their character was. That was all they needed and they took off.
I still will have times where I let players run two characters or more (rarely if ever on the "more"). Sometimes out of an interest to shake things up and sometimes out of responding to their desire to fill a party out on their own to get some new characters XP levels up.
Sometimes players like to run more than one character at a time because if they happen to lose one character to an un-timely death, they are not immediately out of the game or things have to stop to roll a new character.
There are good reasons for players to want to play either way. One character only or multiple characters.
However, in my opinion, it is not a good thing for a DM to demand that players do one or the other. To me that is lazy DM'ing. A "good" DM has plenty of NPCs laying around, ready to be picked up at a nearby inn or tavern or in a setting conducive to welcoming an extra body.
To deny the players the opportunity to only play one character just because the DM isn't prepared just smacks of unpreparedness and a lack of creativity to me.
Either way, enjoy the game and let the players make the most of the game by playing in a manner that makes it fun for them. As the DM, we are already having our fun by making the game the players are going to have to try to survive through.