It’s a very good course to learn how to use C++ in the Unreal Engine, with a short non-UE4 introduction writing a simple game to run in a text console.
It’ll teach you enough C++ to work inside UE4, but you won’t end up knowing ‘general purpose’ C++. You’ll not know much about memory management, or things such as copy constructors, because UE4 is handling the majority creation and destruction of objects for you. You won’t be learning the STL (Standard Template Library) as UE4 uses their own custom libraries for strings, containers, and suchlike.
I give the Udemy course a high recommendation, but I’d suggest also grabbing a good C++ introduction such as the “C++ Primer” book by Lippman, Lajoie, and Moo. Between the two you’ll end up with a good understanding of the C++ language and the slightly unusual way it’s used in UE4.
(Also as you’re learning Python have you seen the 20tab project which allows embedding Python in the UE4? I wouldn’t use it for the parts of a game which require high performance, but for quick test projects, integrating with non-UE4 systems, tool development, and even the more data intensive parts of some games I’d give it a try. It’s certainly a fun way to play about with some Python code)