How have you learned to develop games with Unreal?

Best advice I can give is just choose a dead-simple game and get to work on it. Learn as you go. Employ google like a madman. Research, read forums, join a community.

Just start small, work your way up, and always have a practical goal in mind.

I also recommend starting a development blog or some such thing. Write about what you’re learning and try to explain it in your own words.

ps also have fun.