A course that finally made Unreal "click" for me, after years of toying with it, was Tom Looman's 'Professional Game Development in C++ and Unreal Engine' course. The source for what you build (with the chapters available in the git history) is here. [1] It was based on a class he taught and so also includes homework, which I found infinitely more valuable than just following along in a 'Here's how to [x].' type lesson.