XNA is dead, in that there won't be any changes to it. But why is that?
XNA is based on D3D9. XNA serves as a bridge to Xbox 360 hobby development. Neither D3D9 nor X360 libraries are going to change. So there is no need to modify XNA.
That does not mean XNA or D3D9 or X360 projects will suddenly cease to work. They will continue to work.
If you want to use XNA, then do so. It is not going anywhere.
I want to focus on Windows computer games, like an RPG game. What do you think about that?
My future goal is to, in many years, make a multiplayer game like this:
I don't want to have worked in XNA for years and then every computer runs on D3D10(?) and my game doesn't work.