Unity, 3d walking player

I found their blueprints to be quite confusing, personal preference goes out to Unity.
@Jhem you could follow some tutorials; https://unity3d.com/learn/tutorials/...-game-tutorial

An mmo with thousands of players on 1 server is unlikely, unity engine is(or used to be? havent worked in it in a while) slightly limited in terms of networking capabilities. But you could easily transfer players between servers if done properly. Instancing goes a long way.

Go to youtube, search Brackeys. :3 You will get what you want.

I think the first place you should start, is by programming the AI, make a white cube your player, then spawn 3 - 4 green cubes as your "Zombies". Path-finding AI isn't too difficult nowadays, and you can fiddle with the settings to your liking. From personal experience, making the zombies just a bit faster then the player makes it so you cant just infinitely kite the zombies. After you get that framework completed, then you can either find some free stock models, or even make your own and replace the cubes with the models, then you just have to animate the models, and this is probably the part that turns most people off, but unity has a key-frame editor for making animation (which i personally love key-frames from my time using After Effects).