Ignore the other replies of people telling you to not build an MMO. Regardless of what you're working on, if you're passionate about an idea it makes it much easier and much more enjoyable to work on. If you're passionate about your idea then go for it. As for how to start, don't start on the multiplayer aspect yet.

An MMO is a massive undertaking The best way to get started is by picking a different idea. If you pick MMO, you are probably going to make yourself miserable and not make good progress. You will end up suffering, and probably won't end up with a good game. Here are videos I recommend to people who are starting:

Basically, I agree with u/Gallows94. If you are going to make a mmo, the player experience for any one player needs to be enjoyable. So you can start with making a single player game and 99% of what you learn will be relevant to making an mmo. Use This. You can have similar complexity to a MMO but much more easier.

MMOs are the pinnacle of difficulty when it comes to game development and require a mastery of networking to even begin the the process, and that is before getting into the difficulty in design and structure. The usual answer would be to start with the smallest piece of the game you want to make, and I do mean the smallest.