My advice is to not start with an engine such as unity or unreal 4.
If you start by picking an engine, you go from having one thing to learn (your language) to having a thousand things to learn (your language, your engine, its scripting, it's quirks, the way it presents the graphics and audio to you, the asset store it uses, the object model it uses, and technical assumptions that may be beyond your initial abilities)
Start by picking something simple, a framework such as PyGame or XNA or MonoGame. The language you pick doesn't really matter, all games are written using not just a language but with a massive wealth of tools in a toolbox on top of that language, the framework or engine you use is that toolbox and if you are first starting out, you are best with a simple toolbox containing a couple of screwdrivers and a wrench, rather than a complete snap-on tool chest full of things you don't know how to use prorperly.
Good luck!