Hey nivao -
Two things you may want to look more into is the Paper2D system which is a Sprite based 2D system newer to the engine and if you wanted to stick to a more 3D environment you would want to look into UMG for a HUD based system. Both of these methods would allow you to create unique textures for Speech Bubbles and place them as desired around the screen. If you want to stick to a more Motion Comics look I would go with Paper2D whereas if you want to go toward a more early TellTale Games look I would focus on UMG.