I ran into similar issues as you guys at first, and was looking for a step by step guide in making a full game in UE4 in C++. I never really found it.
Best advice I can give is the way I went about things; I came up with a basic game idea and tried to make it.
Start off by making a new project in C++ and pick one of the templates. An easy one, like the puzzle, or the 2d platformer etc, and make sure its a code project. Then, just go dig through the code. It’s not a lot of code at all, but gives you a basic understanding of character.
After that, I just kept trying to make my game, asking questions where needed, and learning ALOT from blueprints. Blueprints are pretty easily translated to C++ as most of the functions and flow are the same just need more casting and pointers and whatnot!!! Other things is like Rama said in that you should dissect the ShooterGame code.
Also, go check out the new Survival Game series. Its not a tutorial, but they build the code in sections, tell the changes between each, and theres a nice wiki that explains a lot. I’ve already learned a lot from it.
From there, find projects or questions for features you want to see or want to try and dissect it. Its the best way I’ve found to unreal.
Also, this website is nice:
http://error454.com/2014/10/17/UE4-Crash-Course/
And ALL of Rama’s tutorials have been amazingly helpful.