Let me save rookies like me a huge effort if your intention is to just grab the Paragon character and play with it in whatever level you are staring at. You just don’t need to do any of this.
Considering you created a simple 3rd person view project already and attached the paragon character to it all you have to do is to open ThirdPersonGameMode blueprint and change the ‘Default Pawn Class’ to the paragon character. Bam there you have a full functioning Paragon character in your grey block level.