Maybe it takes me ten years to make a MMORPG. But if I make fifty smaller games before making it, it'll take thirty years. I want to put all my efforts as directly into my project as I can.
If you're going to use something like Hero Engine or Big World then just go for it, with those tools the technical challenges are solved for you (Its still an insane amount of work but everything you do will get you closer to your goal)
If you're going to make something from scratch then the recommendation to start smaller applies, any code you write as a beginner will be of poor quality and difficult to maintain and expand upon , thus pretty much any code you write for your mmorpg while you're still a beginner will be worthless and has to be thrown out and replaced. (This means that you won't really make any progress at all until you've learned the things you need to know and therefore learning those things quickly should be the highest priority (smaller projects teach you the basic concepts alot faster than large projects do and you'll have something to show for your efforts faster aswell)