Especially in the case of abbreviations, where the abbreviation BECOMES the word, regardless of what it abbreviates. "An MMOG" is correct, in this case.
You mean "acronym", not "abbreviation". My explanation (which may or may not be correct, but seems sensible) has always been that you have to take the sound of the individual letters (actually just the first letter) into account.
We don't pronounce MMOG as "Mmog", we pronounce it as "Em-em-oh-gee". Hence "An MMOG" is natural.
(And if we did say "Mmog" then "A Mmog" would sound just as natural.)