Well the first thing one has to learn is how to learn and with out this skill one can become overwhelmed by the shear amount of information that is out there. Google it 
Learning UE4 is a statical problem no more complicated than learning what all the buttons on a new remote for a TV has, although has a lot more buttons, and getting a handle on it all is to first learn a few things that tend to be interconnected with one another so once you figure out one thing then the other thing you know, but did not understand, becomes a lot more clear.
The first thing is always first thing so pick one area that you think you need to understand and focus on it until you have it down pat and ignore anything that is shiny and attractive that will divert your attention away from the task in hand.
Last advice don’t look at the big picture as a single problem but rather break it all down into much easier to manage milestones and stick to it and you will find that you will figure it all out much quicker.