1: Scene editor is not really mentained as far as i know. it can be used to puzzle together your world, placing objects,lights etc etc. you can do the same with code or write your own little editor which stores those information in a textfile or whatever else you want.
2: egg files are human-readable file which contains model and animation data. there is a good documentation about it and they are pretty easy to create. if your favorite modeller/animation package has a SDK or a good script-interface you can write a exporter yourself. my recommendation: use blender. the exporter is good,fast,stable and easy to use.
3: check the manual (documentation->manual). it explains how to start the engine, how to load, move,animate stuff. how to use all sorts of things. best is to read through it once to get an idea about what is possible. then you work through the basic tutorials. after that you should already be able to create a small simple application.
4:for windows panda provides a tool called packpanda. on linux you could try to use freeze which comes with python. in case you want to hide your sourcecode you could try to use python bytecode files. they work as fine as the source, are easy to generate and are not really human-readable anymore.
-alternative: use c++ instead of python. pro-rsoft is currently writing tutorials about how to use panda with c++ instead of python.
5:depends on how you define “simple”. if you want a character walking around, jumping and collecting coins… simple jump and run. you can make it in a few days (if you have the whole day free)… i’d say … 2 weeks if you just do it as hobby… but heavily depends on how much time you have. usualy you start somewhere and learn how to do it and just continue like this.
6: jeah now the killer question. … a MMORPG. how to do… well… i’d say… code it.
first of: panda has nice buildin network capabilities which allows you to send all sorts of data between server<>client. setting up a connection takes only a few lines of code. the real challange with mmo’s are that you have to minimize traffic and cpu usage and still be able to manage hundrets or maybe thousands of players at the same time on a single server. i’m writing on a mmorpg myself and my framework(network part) is more or less finished, including basic playermovments,basic data-sanity check ,account management, login/disconnect , zone based client management which allows virtually unlimited world size and high player counts per server (the player wont notice the zones, for him it’s a single huge world)
feel free to check it out, but ask me befor you use it for anything serious or non-open-source.
http://home.arcor.de/positiveelectron/files/project-files/backupfiles.tar.gz
in the end one has to “translate” the server into c++ but it’s nice to have it in python for develping. c++ is only needed for the “real” server versions which might have to handle lots of players.
mmorpg’s are more or less like the olymp of code-optimisations. especialy on the server-side. but nothing’s impossible. to give you an idea. i wrote on this code for about 2 month and i started to programm when i started with panda. 1month befor that i started python. and i had virtually no programming experience befor that. so… panda is really great to start with 
since panda was made for a mmo there might be some nice buildin features which might make your life easyer… i didnt really find them or i didnt realize what they where in case i did… just in case you want to programm a mmo you might want to ask drwr about special mmo-features
. My real question is this; I’ve heard panda3D is actually designed for an MMO type project, i also heard that it has the client-server system already to go, can someone elaborate this please?
I’ll surly have more questions soon.