C++ is generally agreed upon as being harder than Java. If you want to make an mmorpg, then you need to pick what type. If you want a stand alone game, then you probably want to use C++. If you want a web-based game (like RuneScape) then make a Java applet. Either way, it's easier to make a game in Java, especially with the huge standard library and available documentation and great support for things like sockets.