As others have said a java applet is probably not the medium in which you want to present your game. The second most people see an applet start to load they run in fear.
If you have no game design experience at all, you are setting the bar very high with a multiplayer RPG. You may want to start with a simpler project such as recreating something like tetris, pacman, or even pong so you can get an idea of all that goes into creating a game.
Flash is great if you are set on doing an online game, Java plus the Jogl open-gl wrappers are also a great option.
Personally I would suggest using Microsoft Xna. C# is similar enough to Java that you should be able to pick it up fairly quickly and Xna does a good job of abstracting away some of the lower level details involved in graphics programming. The community is also very active and helpful.
