@kornknot
I'll get to your last question first because it is more important. Don't jump into a big project straight away, make sure your first project is small and has a small scope of ideas crammed into it. If you start on a big project, you might find that you don't (yet) have the skill or knowledge to complete certain parts of it, and could become demotivated and give up.
When starting with a small project, think of an idea for a small game with a limited set of features that will help you learn more about the certain aspects of game design and development you want to learn. For example, if you want to learn more about platformers, make a basic platformer, and in the process of making it, you will learn more about platformers and what makes them fun, how to make them better, etc.
I understand you might be itching to make your dream game, we all are, but you need to take a step back to make some smaller things to gain knowledge and to share your designs with the world before taking a big commitment on-board.
To answer your main question, I could approach from 100 different angles about where to start, but I'll give you a few options to begin with:
Unreal Engine is a powerful engine, and has a great community surrounding it to support new developers such as yourself and even more experienced devs. Unreal uses the C++ programming language, which is a very robust, but very intimidating language. If you want to continue using Unreal Engine, I'd suggest using the ‘Blueprint’ system before jumping into raw programming, because it can be very difficult for newcomers and you might not be able to get into some of the designs you want to create. There are plenty of tutorials online and on YouTube for the blueprint system, so get stuck into it. Follow reddit.com/r/unrealengine for a great community, or sign up for the Unreal Engine forums!
Another option is the Unity engine, which is also free! You've probably heard of it, but this engine is very popular too and has plenty of supporting communities online and plenty of YouTube tutorials to help you get started. If you're adamant about getting stuck into programming, I'd give Unity a go before Unreal as the programming in Unity is a bit more approachable than Unreal as Unity uses the C#(C-Sharp) programming language.
My final recommendation would be to look into smaller engines such as GameMaker Studio 2, Godot, or Construct. These engines are quite a bit more simple, but they'll help you get some of your earlier projects done with a bit more ease and efficiency. GameMaker Studio 2 is what I use at the moment and uses its own language built into the engine called GML (GameMaker Language). The engine is very simple to use and has plenty of tutorials online, look for ‘Shaun Spalding’ on YouTube for some great tutorials and design videos.
With modelling, you sound like you're on the right track, look up ‘Blender Guru’ on YouTube for some really good tutorials for Blender, which range from beginner to advanced. Aside from that, look into character rigging and animation for your chosen engine, material design, etc.
