How have you learned to develop games with Unreal?

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Going for a small, realistic project is the way I would recommend as well. You need a goal, and it needs to be achievable. You need some structure, and than you can expand with limitless online resources. So try finding a complete tutorial on how to develop a simple, working game. That will give you the necessary overview.

I for myself have found my CG and 3D background to be huge plus. I do also have years of experience in web design and some in scripting/simple coding. And it all comes to pieces in game development. All is useful.

So just find a full course to follow, and you will learn what to search for next.