The guys at Ninja Theory are building Hellblade with UE4 and are creating some amazing dev diary videos for it. Highly recommended!
Yep start small and take it a step at a time, lay out a project that is achievable and that you won’t get overwhelmed with. Try certain mechanics maybe to start with. I started by just making things move and understanding what can be done in blueprints. After that it gets easier xD
Nice catch on the Ninja Theory videos! One of the programmers was a mentor in a project I was with, need to get back in touch.