You need to supply Mathematica with the structure of your variables:
(* dimension of distribution *) n = 2; PDF[ MultinormalDistribution[ Array[Subscript[m, ##] &, n], Array[Subscript[S, Sequence @@ Sort@{##}] &, {n, n}] ], Array[Subscript[x, ##] &, n] ] 
We use Array to construct variables of the form Subscript[var,i,j,…] (you can of course use any other form that is more convenient). Note that S is explicitly made symmetric by sorting the indices. The code works without this, but this way there are no "fake" parameters.
Note: As pointed out by @BobHanlon in the comments, Subscript can often cause issues if used blindly. For actual use, it is much safer to simply use indexed variables such as Array[x, n].