I don't remember so well, classes as object postbeginplay

Legacy UDK Programming and UnrealScript
2

I don’t believe any US event or function is called when an Object is created.

Create your own Init() function, and call it whenever you create new instances of your objects.

Edit: I’m not sure if objects are put in their default state when created. If so, you may be able to override

event BeginState(Name PreviousStateName);

But i think creating your own Init() function is a cleaner way to go.