You already touched on the answer. See LAS to Multipoint. I assume you will be building a Terrain from the data once it is in the geodatabase so be sure to output your multipoint feature class into a feature dataset. Terrains must reside in a feature dataset and the source of the terrain must be in the same feature dataset. It wouldn't hurt you to make a LAS Dataset directly from the .las files so you can QC it before loading into the geodatabase.
Best,
Eric