I will answer only as it relates to building a MMORPG using 3DGS; that's a loaded question otherwise.
I found the most challenging thing was actually getting the network architecture in my head. The notion of Client/SErver, functions/actions, skills/vars as well as local and global functions take a while to digest.
Once you understand sentances such as "all actions run on the server", "the server is god; the client is servant", then the rest is easy. Once you "get" the network model, then you know what you can and cannot do and where functions belong, how entities interacts, etc, etc.