So: connect the meter negative to the MOSFET's source. This is arrowed in the drawing above which shows the most popular TO220 MOSFETs.
Hold the MOSFET by the case or the tab if you wish, it doesn't matter if you touch the metal body but be careful not to touch the leads until you need to.
First touch the meter positive on to the gate.
Now move the positive meter probe to the drain. You should get a low reading. The MOSFET's gate capacitance has been charged up by the meter and the device is turned on.
With the meter positive still connected to the drain, touch a finger between source and gate (and drain if you wish, it matters not). The gate will be discharged through your finger and the meter reading should go high, indicating a non-conducting device.