I can’t say for sure what the issue is with this data, but there was a few things that came in mind.
First, your C++ code there is perfectly valid, so nothing to worry there.
One thing I would recommend checking though is that you don’t Override the Default GameMode in the world settings. If you don’t know what am I talking about, or you know that you haven’t been editing the world settings, then I don’t see it being the issue.
Another potential cause the problem, especially for a beginner, is the debug message it self.
So first of all, make sure you are looking for the message in the Output Log not the Message Log (I have seen people mixing these two up).
Another thing that could’ve happened is, that you’ve simply missed the message as the verbosity you are using is Display (Display=White, Warning=Yellow, Error=Red). I personally recommend using Warning for debugging purposes.
Hopefully that helps you find the issue 