Make a tiny 2D game, make something super small like a clone of Pac-Man or Space Invaders. You will learn a lot, and most importantly you can finish it and move onto a bigger and better project. If you dive into Unreal Engine you won't finish anything.
Use uE4 but do your self a favour stay away from most YouTubers i started by watching them watching there courses and most are outdated or will lead you down a path of regret Learn this way. Use youtube to do certain things like how do blueprints work and so on DO not watch how to make a game videos yes they can help with tips and tricks but in the end run it will be more hassle there are many free courses online that are decent and a few paid ones. hope that helps
I'm also new to Unreal engine - before that I tried to do something on the unity engine, but it's not really complicated, there's no visual editor. There you need to write everything yourself in C#. On Unreal engine, I made game main menu on the third day of video tutorials from YouTube..
It depends on the type of games you want to make. If you are trying to make indie mobile games then look into Unity Game Engine. If you are looking to learn game dev so that you can work in AAA high graphics games learn Unreal Engine.