I recommend downloading UE4 and messing with the FPS template and the free FPS game project and just get a bit more familiar with UE4. With Blender, you’ll need to look at doing a bunch of beginner tutorials and get a handle on that. I wouldn’t touch Substance until you’re more experienced with Blender because Substance is an advanced texturing program and it’s going to be very difficult for you to get a handle on all the different programs if you try to do them at once.