make a successful little game or two, learn some coding techniques, know how to handle things right, and then you can "start thinking about" mmorpg's
to be honest, yet i havn't tried, but from what i've heared and read, it's the hardest game genre to create, it's not like :"<you play world of warcraft>....hey! i'll go learn C++ and make another WoW, gemme a month and i'll show it to you!!" (no offense, just saying)
anyhow, i dont know about the panda thing, but the commands in DarkGDK can do what most mmorpg's should, so it's a good choice, but for a "good" mmorpg, a directX wrapper is not enough, you really need native directX to implement advanced techniques and suff