In this paper, we investigate a cell-free massive multiple-input multiple-output system, which exhibits great potential in enhancing the capabilities of next-generation mobile communication networks. We first study the distributed positioning problem to lay the groundwork for solving resource allocation and interference management issues. Instead of relying on computationally and spatially complex fingerprint positioning methods, we propose a novel two-stage distributed collaborative positioning architecture with multi-agent reinforcement learning (MARL) network, consisting of a received signal strength-based preliminary positioning network and an angle of arrival-based auxiliary correction network. Our experimental results demonstrate that the two-stage distributed collaborative user positioning architecture can outperform conventional fingerprint positioning methods in terms of positioning accuracy.