This is something that I dealt with when I first learned C++ and I was doing windows programming. I remember looking at sites like http://www.winprog.org/tutorial/ and http://msdn.microsoft.com/en-us/library/bb384843.aspx and I spent hours reading these tutorials. C++ inherently doesn’t do very much “out of the box” because its designed in this fashion. Unlike python (wxt), java (awt), and other similar languages which tend to have graphics and windowing libraries built in that give people access to code that makes them feel like they accomplish something in their programming. The power of C++ lies in its object orientation, performance(relative), and compatibility with C and in order to exercise these strengths you need to compliment your programming skills with knowledge of APIs that are relevant to your project. UE4 is a big project with a lot of parts and the documentation and tutorials are being created at surprising rates. The best thing you can do is to understand how the general gameplay flow of the engine works. Look in the doucmentation, get a feel for how UE4 makes a “game” happen. Don’t be afraid to look at UE3 documentation which a lot of the concepts do carry over from UE3 to UE4.
It is important to note, you should **absolutely **learn how to use blueprints. There is a reason why you see the big game engines have a scripting language built in. This reason is that building a game entirely out of C++ is cumbersome and prevents anyone except the programmers for being able to contribute the gameplay of the game. It also makes iteration much easier since “anyone” can go through and change a blueprint and you can instantly test those changes. If you make a change in the C++ code you have to recompile(this costs time) and wait then test and if it doesn’t work you go back and recompile, whereas in blueprints you can just change the code and instantly see your changes with no down time. I suggest you check out some literature on game development and take a break from just studying programming. Game engine architecture by Jason Gregory is decent in that if will help you understand some of the common patterns that you see in big triple A game engines. Game Coding Complete by Mike McShaffry is also nice because he gives a lot of dialog about his experiences working with Ultima Online.
Also, a general approach I would take would be to make as much of your game as possible in blueprints. You will get a working game produced faster and probably easier than in C++. Then, as your game evolves when you need to add features you can use C++ or if some portion of your game is slow you can translate that portion of your blueprint to C++ for additional performance. Its better to embrace blueprints than to shun them
TL;DR
Its hard but you can do it. Stick to it!