First of all learn the basics of the UE4 editor (the videos that Axxi posted) after that directly start with a game. You will have problems during the development process, but you can always ask questions here in the forum -> we are always here to help you. 
Here are some useful links:
https://docs.unrealengine/latest/INT/
https://wiki.unrealengine/Main_Page
For a game you need:
-a 3d program
-a texture program (photoshop, gimp)
-create a game design document -> so that you have a rough outliner of your game