Thanks Shane for the comments. To be honest, I'm a totally newbie on video editing, but by using OpenShot I found it fun to play with several videos in one. I'd just put the main clip(s) on one timeline track, and the smaller clip on an other track above the main track.
Then right click the above clip and choose "Layout ---> 1/4 Bottom Left" to make it smaller and position it to the bottom left corner. If you want more control on the positioning and size etc, you can right click the clip and choose "Properties ---> Layout" ...there you can also play with the "Alpha" -channel to make the clip more or less transparent. The same way you can mix full sized videos with each other by using "Alpha" ...an example here
(be warned, in addition of motorbiking, the clip contains soft erotic)
Hope this gives some idea, maybe someone with better knowledge can give a proper advice...