My advice is to start as small as possible. Everyone has a dream game, but unfortunately game development for AAA quality titles (if you are talking MMO, open world games, etc.) is both costly and time consuming. Just look at the credits for one of your favorite games, there are probably hundreds of people (or more) that worked on that game for years. So a single developer or small team will have a huge unsurmountable task ahead of them to bring out something of similar quality. So pick something that is achievable for 1 or 2 people. You can look back at older games, maybe 16-bit or 32-bit titles, for ways to make good games with more limited resources and smaller budgets. I have this problem too, and it’s tough to pick something small when you want a big game but take things one step at a time.
In terms of funding, it will be really hard without a good track record. If you see the kinds of games that did well on Kickstarter, most of them were from industry veterans with pedigree, and the reason they were popular was because people liked their older games. As an unknown, especially if you are still learning, you have a very slim chance of anyone funding your game. So, at least for the first few titles, you’re probably on your own. That is, unless your first game is a huge hit, something like Minecraft, but that is very hard to do and you still need a certain level of skill to pull that off. But if you can make a few solid games, even if they aren’t financial successes, that could help with your credentials to eventually get funding. Also, you could consider doing freelance/contract work once you learn enough. This is a good way to beef up your resume and also stay afloat while you work on your own game.
Best way to learn is to just start developing. Pick some classic titles like Asteroids, Pac-Man, Space Invaders, etc. and try to recreate them in your engine of choice. This will teach you a lot, and also allow you to learn since the art and coding requirements are relatively easy. Reading books have been helpful to me, there are quite a number of books on Amazon about Unreal and related tools. I’ve seen some courses on Udemy which look good, but I haven’t tried them yet. Depends if you learn better from written material or videos, it’s your choice. Check Udemy when they have sales, you can usually get a course for $10 or $15. Don’t pay the full price. Hope that helps.