I think problem is in type declered in path WidgetBlueprint is UWidgetBlueprint which is asset type which inherence from UBlueprint not UUserWidget. Try removing WidgetBlueprint'and 'at the end of path, based on some example in source code this should work with path allone, or try UserWidget'/Game/UMGWidgets/GameMenu.GameMenu_C'
If you are manually writing the path, or using Copy Reference in the Content Browser, the problem may be the path. If you look at the example above it is:
UserWidget'/Game/UMGWidgets/GameMenu.GameMenu_C'
If you were to use Copy Reference on that item you would get:
***'/Game/UMGWidgets/GameMenu.GameMenu'
What I do is:
I get a WidgetComponent and set the desired UserWidget there.
Right-click on the Widget Class field of the WidgetComponent and copy that path.
I remove the unnecessary parts in the beginning and use that as the path.