It kind of depends on what you want and how you learn best, but a small project might be a good start get to know your way arround the UE4 and it’s different editors and mechanics. Flesh out the idea (like a basic sidescroller or topdown game for example), establish mechanics via code or Blueprint and then start fleshing out the games visuals with models, textures, particle effects, lights and post processing.
You have a few of “template” choices both in Blueprint and C++ form available so thats a good starting point. Simultaniously you should check out the basic documentation and available tutorials from Epic, since they provide a great amount of fundamental knowledge: https://docs.unrealengine/latest/INT/
To back that up, there are many sample projects under the “learn” tab in the UE4 launcher which provide great insight into certain solutions. The first and probably best overview you should download is “Content Examples”, which provides a structured overview of many of the UE4 features and how they work. Maybe you want to download that one even before getting started.