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Exceptional points are a ubiquitous concept widely present in driven-dissipative coupled systems described by a non-Hermitian Hamiltonian. To date, exceptional points have been extensively examined in the systems supporting only a few optical modes, thereby leaving the observation of collective (multimode) effects outside of the scope of the study. In the present paper, we analyze the role of exceptional points in nonlinear multimode photonics. Specifically, we provide insights into the complex nonlinear dynamics arising in a continuous wave-driven pair of strongly coupled microresonators. Investigating this system, we demonstrate mechanisms of dissipative Kerr soliton formation in two fundamentally different regimes separated by a line of exceptional points. Highlighting the diversity of emergent nonlinear effects, we describe the on-demand generation of single-solitons, perfect soliton crystals and bright-dark soliton pairs on either side of exceptional points. Dissipative Kerr solitons are the key phenomenon underpinning the generation of broad and coherent frequency combs on a photonic chip. This work extends the notion of dissipative Kerr solitons to the case of two coupled resonators possessing an exceptional point.