You will do very, very little work inside a Constructor (mostly making sure that mandatory subcomponents of actors are existing, although there may be other things occasionally), and most of your initialization work should occur in BeginPlay. There may possibly be other situations where you might occasionally have need for something that occurs pre BeginPlay but post constructor… but… all in all… very rarely do you need to do much in constructor.
You might have a good look through Actor Lifecycle | Unreal Engine Documentation