You obviously have no experience in Java, so making games should be the least of your worries if you want to learn Java. Games are just too complex, even the simple ones. Start making simple applications (read input, do something, output answer), then make simple applets using graphics (Fire algorithm, fireworks, gravity, etc), followed by some more advanced ones with user input (Convex Hull Detection, paint program with infinit undo/redo, etc.), and finally learn to make a Swing/AWT application using graphics and user input. Some of these programs may not seem within the scope of making a game, but they will improve your ability to code in Java without having to look at a book, tutorial, or the specification for every little thing.
If you have no experience in programming games, you'd be better off making something simple. Say, a Tetris applet in Java. Then add sound, followed by something multiplayer, like competitive Tetris. Slowly add up until you understand all of the following subjects well enough to code them:
4) Artifical Intelligence
5) Data Structures (trees, graphs, lists, and hashtables to be sure)
6) Multithreading (often needed in Java games)
7) Game scripting (if needed)
You'd be best off to simply buy a book in creating games in Java, since that will cover most if not all of the aspects necessary for a Java game.
Speaking frankly, with a MMORPG, you're in for a world of hurt. MMORPGs are monsters; highly complex servers with graphical shell clients, able to handle an infinite number of players without slow downs.
I wish you luck with your project.