There is a book called JMonkeyEngine 3.0 Beginners Guide that will walk you through all the different aspects of making a game. From start to finish, you build your own game. The book makes learning the engine very digestable.
The book is only 300+ pages but by the time you're done, you will understand how much effort a simple game requires, and thus how much effort a big game would require.
After that, you can get the JME3 Cookbook which you can use as a reference when building your own game.