In my opinion the most effective way is:** learning by doing** So just start developing something and during that you will learn how everything works 
Here are some good learning resources:
https:///user/ut40kgeodav
https:///channel/UC3QBWg9pMnaFF-q0qjXPDEg
https://wiki.unrealengine/Main_Page
https://docs.unrealengine/latest/INT/
https:///user/
When you have questions just ask them in the forum. You will always get a pretty fast answer 