One way to do this would be to start an AsyncTask on the Login() method from which you will send your HTTP request and pass in a delegate which you can subscribe to from your GameMode class that will be the OnTaskCompleted delegate or something simillar. While all of this is happening you can have your player stay in spectator or show a loading screen etc.
After that delegate fires meaning the task has been processed, depending on the authentication result you can either kick the player or “accept” him by removing the loading screen and / or allowing him to spawn in the game.
This could be accomplished through C++ with an FNonAbandonableTask child:(A new, community-hosted Unreal Engine Wiki - Announcements - Unreal Engine Forums)
Or you could look into Blueprint Async Operations:
(A new, community-hosted Unreal Engine Wiki - Announcements - Unreal Engine Forums)