I am having same problem on my MAC. I was following getting started with programming guide and created a HelloWorldPrinter class.
Now when I try to start my editor it always gives me same message " game module ‘UE4Test’ could not be found. please ensure that this module exists and that is it compiled." I tried right-click on my .uproject and ‘generate xcode project’ recompile several times but still same result. Any ideas how to solve this problem on MAC?