Learn how blueprints work. I started with the starter blueprint project.
Make some basic stuff in the editor and get a feel for how that works. It's not much different than Unity. It takes a week or two to get a feel for the engine but once you've done everything a few times it's pretty simple. Learn how to set up key/controller inputs and how to build a level in the editor.
Follow some video tutorials for blueprints. You need to understand how they work as they're basically visual C++ scripting. Everything in blueprint can be implemented in C++ so down the road when you want to do something in C++ and there's no C++ tutorial you can follow along with a blueprint and then convert it to C++ later.
Once you're comfortable with blueprints, if you want to begin with C++, then go through the documentation page by page here https://docs.unrealengine.com/latest/INT/Programming/index.html (you should probably read every page here anyway regardless of whether you want to use C++ but the programming guide is the definitive starting point) Set up Visual Studio (I really would not suggest linux for someone new, yeah it may be possible but it's a whole nother layer of work and best to avoid until later
I'd suggest learning to implement the blueprint C++ character in C++ yourself from scratch as a starting point. It's no small task but will give you the basis to move forward. That's what I'm doing at least. If you have any specific questions I'll try and answer but I'm still pretty new myself and by no means an expert.