Theres so many great resources for UE4, but I’d probably have to say that my favorite one is Twitch
To be fully honest with you guys, I never really went to a single documentation page, thread on the forums or tutorial without roughly knowing what I wanted to in advance or without having at least a glimpse of an idea of how to do it - I usually only go to the docs to refresh my memory and/or look at a particular parameter description.
My story started out back when Unreal Tournament was announced (before they moved to their own channel on Twitch), which is also the time where I started to watch the regular community and training/support streams - even though I didn’t consider getting one of those too-cheap-to-steal subscriptions back then with my old potato of a PC. Then GDC happened, Tim announced the Engine going free, and I installed it anyways just to confirm: my PC could barely handle it. This didn’t stop me from sticking my nose in, tinkering with knobs and buttons or even taking part in one or the other Game Jam. Now, years later, I’m still doing the same - I happen to find some cool stuff on the stream, try it out the next time I jump into the Engine.
But if I had to pick, it would probably be the FBX Content Pipeline along with the Physically Based Materials page to get my content imported and look as good as possible (with my humble programmer art 
), where I regularly look up various things that I easily tend to forget (such as the measured values for various PBR materials, see also Sébastien Lagardes blog post “Feeding a physically based shading model”; or the various naming conventions to get Collision imported just right).
Otherwise, +20 to that awesome list @Jeisu compiled…and pretty much every other reference posted here - theres a lot to learn with the Engine, and just as many opportunities and resources to do so.