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Well you defiantly don't want to start off writing a single player game and then converting it to an mmo.
1) There's no point playing an mmo solo.
2) you're only make headaches for yourself later.

Try googling resources about unity mmo networking. There's even a page about networking somewhere in the unity documentation. But I'm going to let you find it, it's a skill that's worth practising.

--Thekill473

 

I read about Unity Networking, but it still isn't clear in my mind. A MMO game works this way => Client sends data to the database(on the server), and the server sends data to the client, right?

But what's the best way to send the data? There is so many contradiction in what i read, some people say to use UDP, other TCP, other RPC. And the rest say that the best way, is to use Photon.

 

If you don't understand it, take the time to learn and digest this information first.
It sounds like you haven't had much experience coding or in the gaming creation industry (forgive me if I'm wrong) and the best way to learn is to take baby steps. There are plenty of resources available.
The first thing you'll need is a server, which is where all your game's data will be sent, receiving and transmitting packets to all the clients connected. You'll also need a very good upload and download speed (300MBps+) in order to sustain connectivity so players don't have any lag.
The server needs good and fast hardware, preferably SSD (solid state drives) and 16 - 32 GB of RAM minimum.

Not sure if Unity does this differently but that's the first step to any other multiplayer server for a game you're making.

It doesn't really matter what method you're using, as long as it works for you and it's necessary for your connection. Just portforward what you need. As for how to connect everything, you're going to have to do more research and learn more about networking and coding with Unity.

EDIT: Here.

 

Before jumping into an MMO... with things like persistence, databases, etc. just try to do a multiplayer game. Halo has made millions with just upto 16 people at one time. Same thing for many other games like Assassin's Creed, Gears of war, etc.

I'm working on my second multiplayer game now (using photon).... I'm almost done because I got rid of half my planned features, then got rid of a half more. It's better to start much much smaller and actually release something.