So I’m a bit confused on what to use to make databases for unreal. The end goal is to have an exchange system where people can put up their items for sale/ auction and other people can go buy those items, not even having to be in the same server. I’m just confused as to where to start. Any advice??

There is two different ways to do this. First of you could just do a simple direct database connection with Javascript or similar for testing purposes or if you do this for “fun”. Sadly you can’t connect directly to a database from blueprints from what I know.

But for any production game you have to go a step further and make a service that will handle the connection. You then connect from your game to this via Rest or similar.

There is good plugins for doing REST in blueprint, but you would have to make the service yourself in C#, JavaScript etc. depending on your needs and skills.