Well many aspects to it when you create a main menu and there are many aspects to it when designing one, can be more sophisticated sometimes in AAA games.
You can start by diving into some tutorials in Youtube imo like this since best way to learn it is to do it.
Couple of experienced designer advice.
- Keep your main menu a seperate level. level_MainMenu.
- Keep in mind that you are still in development so include test related buttons like open a test level.
- Keep your widgets modular, simply atomic design principles. If there is a button, its not main menu button, a button should be useable in many places.
- For start keep it clean, simple and stupid. Functionality is always more important than usability that is also more important than art. There will be iterations so start simple.
- You can use commandline arguments or nodes for opening and loading a level. There are more ways and many details how a level loaded and opened, depending its a multiplayer or single player or other aspects of the game. You can just search open level command unreal from google.
Start doing some steps when you get stuck ask on this thread, we help. I have extensive experience with them and interfaces in general.