Really is that possible? I’d make an online game 
I’m newbie here
If you consider Fortnite as an online game, so yes. You can!
Yes. UE4 has very good networking capabilities.
I’m just going to link the wiki list of unreal engine games (not exclusive to UE4 but unreal in general) and you can just browse through. I’m sure there are a lot in there that you have played and many more with online gameplay. i.e. Gears of War. https://en.wikipedia.org/wiki/List_o…l_Engine_games
Thank you all!
Several MMOs including many I played are built and running on Unreal Engine. Many Korean MMOs not in that wiki list are running on some version of Unreal 3.
Short answer: Yes.
Slightly longer answer: You’re going to have to do a decent amount of studying (UE4 documentation and YouTube videos count), really get a good grip of what you want in your title, talk to some veterans here on the forum - just send a message asking some things about the process, etc. Make a team of people that you check thoroughly before bringing aboard and most of all - commit to it properly. If you skip on any of these things, your project has chances of success ranging nil.
Single player is recommended, with either good gameplay mechanics or story. Nothing overused or cliche - something new, something entertaining.
I’d say not to go for an MMO etc, chances of success here are also ranging nil even if you do the above ^^.
Honestly, if you do decide on this then whatever you choose - best of luck.
But. Which database is better for it? Can MySql be?
Sure, I use MySQL.
What I do is to load data from the database on the server, either through a REST api or direct connection. In my instance I use vaREST and a REST API in PHP.
I load the data into the server, and the server now has authority over the player data, on interval and certain actions like logging out or disconnecting I update the database with the new player data.
Try to avoid as much as possible actions that require connection to the database each time, let the server control the data and update the database when needed. Additionally for redundancy you could perhaps implement a system locally on the server which stores the player data in real time (update it really really often) so if the server crashes unexpectedly you’ll have a file with the latest data you could parse into the database to not loose any progress players make.
Really depends on what type of game you’re making, a game could also interface the REST API directly and visualize actions locally with animations etc, but a MMO, shooter and such games would require something in real time.