For RPGs, you might look at:
M&B is more recent than Oblivion, but both are still played (and worth playing). For MMOs, Edward83's recommendation of Lua is good, however - for World of Warcraft, you would only be using Lua to write add-ons, not full mods.
To clarify, when you make a mod for a game like Oblivion or Neverwinter Nights, you're actually changing the full game experience - you could make a science-fiction version of Oblivion, for instance. But with Warcraft/Lua, all you would be doing is making changes to the interface, not the game itself. You couldn't, say, add a new item to Warcraft, or change the skins to be Klingons.
You can do a lot of cool things in WoW addons (and you can learn programming with Lua), but if you're interested in eventually making a full game - it's not quite the same as developing a mod.