Problem One: Connection. You need a meaty connection for a game server, without a fast connection you cannot have many players at once and if you cannot have many players at once your user base will never sustain itself.
Problem Two: Processing Power. In order to support an exponentially sized user base you need a scaleable server solution, this requires cunning game design and potentially expensive hardware.
Problem Three: Latency. You need to be quite a good programmer to make your information packets reliable and quick enough to make your game multiplayer, particularly if the game is real time. Latency even effects games like Quake, and if they can't get it 100% right, imagine how a home coder is going to do.
I'm quite lucky, I have an ISP willing to host a game server for me, I have the machine built, but i've two remaining problems to solve. Firstly the ISP is a satellite based service meening there is latency so it's only suited to turn based games, secondly I dont have any turn based games written to convert to multiplayer...
So you'll have to wait a while before you see an MMO from me, there may be others teams out there with the facilities in place that are further down the road than my team are, but as you can see, it is not as plain sailing as would first appear.
God created the world in 7 days, but we're still waiting for the patch.