I want to create a text file at the start of each game and, for example, when the player is in certain areas, I want to write this into the file with the time and entry/exit direction information. How can I write such data to a text file? Can this be done using Blueprints? Or could it be done with Python?
I think your objective is saving the player’s progress. Here’s the documentation on saving & loading a game:
And here’s a tutorial:
Hope these help! 
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Thank you very much, yes this will help a little but actually I want to create documentation for later analysis when entering certain areas in the game. I will create trigger boxes and when the player enters those tigger boxes, information will be taken from each trigger box and written to the text files (can also be json) generated at the game opening. I want to read this file later. How can I write the data I will get from each trigger box to this file outside?
Does this help?