Well... If you have no idea at all, then I don't think you're ready.... You should probably try a few practice online games before going into anything too elaborate.
I always start out by figuring out exactly what information needs to be sent between the client & server, then I go about figuring out the best way to format that data. If you're talking MMORPG, this is going to get pretty complex. You'll probably want to use a DLL so you can get some added speed you'll need.
The client has to be able to send and recieve any data that the players should be able to know about each other. Who they are, where they, what they're doing, what they look like (if changeable), any chat messages, anything that more than the single player should know about. It's also important to know when this data needs to be updated or not: the players name only needs sent once, position needs updated only when it changes (less often even to reduce bandwith consumption), basically only send information when it changes. Though you may want to have the client ping the server every once in a while so it can drop connections that are inactive due to an unexpected disconnection.
The server is where the multiplayer coding gets really complex. It has to recieve all the data the players are sending out, then redistribute it to the other players that need it, handle Log-ins/outs, disconnect inactive connections, and try to do all that for every player in a timely manner, even if theres too much information for it to handle.
For the actual data being sent, I tend to use a format where the first character is an identifier saying what kind of data it is. When the server gets the data it puts the players ID (which should be assigned when they log in) before it so that the other players that recieve it know who it came from. It isn't neccesary for the client to put their ID on data they send since it's all sent to the server, and it knows who its coming from by the connection it arrives on.
Anyway... Thats just a brief overview, I may have left some things out since it's been a while since I've done any MMORPG coding.