(The following story is really demonstrating a bad habit. You should avoid the same mistakes by prepare well before you do anything!)
Without study further at the beginning, I jumped right into configuring and enabling the Multi-VRF feature. I decided to use OSPF, so my first configuration looked like this:
router ospf 1 vrf XXXXX router-id 1.2.3.4 area 1.2.3.0 authentication message-digest network 1.2.3.0 0.0.0.255 area 1.2.3.0
Looks not too wrong, isn't it?
In fact, I immediately saw a lot of routing entries coming in. That's why I thought I was right at the first moment.
Then something strange came out. I checked more carefully about the routing table entries and found some routes are just missing. All OSPF externals and "intra-area"s are there, but not those "inter-area"s.
I googled a while and found this page on Cisco.com. The missing statement is "capability vrf-lite". So the correct configuration should be like this:
router ospf 1 vrf XXXXX
router-id 1.2.3.4
capability vrf-lite
area 1.2.3.0 authentication message-digest
network 1.2.3.0 0.0.0.255 area 1.2.3.0
A good lessen for myself!