When is the Constructor called?

Hey guys,
first of all, i am sorry for my English.

So i need to say that i am in the beginning of GameDev. I know the basics of c++, and so on, and therefore i wanted to look into Unreal Engine.

My Problem is something like this:

why is it not possible to call, for example, GetOwner() in the Constructor of a component? I thought the Owner is created in the hierachy above the component, and therefore it can refer to the Owner. But why isnt this the case?
Why we need to call GetOwner() in the BeginPlay function?

Is it because the Object or the Instance of the OwnerClass is only then crrated, when i begin to play? So it would be created in the Super::BeginPlay() function?
Is this the same for “GetWorld()” ?
If this is true, is then every object only created after the Super::BeginPlay() function?

I dont know if you guys could understand my question.
Before i wanted to start to learn the Unreal Engine, I programmed some simple stuff in my IDE and i knew what is happening because if i compile and run, the “main” function started, if you guys know what i mean. But here i dont really know where is what happening. I know that if i click play, the BeginPlay() function gets called, but where are the objects created and so on?

And again, i am so sorry for my english, i hope that i could express my problem.