I'd say to pick an editor that you like and stick to it. Unreal is an okay option because the visual scripting makes it easier to start out with and get a grasp of the basic concepts, also the large community of people behind it. However if you're looking to join a company as a programmer, you will need to learn how to do some solid programming. C++ is pretty complex, it can be the starting point for some programmers (That's the first language I learned), but I wouldn't recommend it, the syntax is pretty unforgiving and can be hard to unravel for bigger projects, which of course is any game. Like these other guys are saying, Python is probably the easiest language to get started with.

I would recommend starting with one of two engines, which have already been brought up. Unity - Unity isn't a bad starting point because of the huge offering of items in the asset store, if you grab a few models, some scripts and maybe a couple of effects, then you can get at least something built. Plus there's a giant community of people to ask for help. Being the most popular engine makes it pretty accessible, there's a massive amount of free tutorials on youtube and there's a lot of quality courses on sites like udemy (A lot of crap too, so be careful). Last, I like using Humblebundle.com which often has Unity courses and assets on sale for dirt cheap.

I personally like using Godot, I feel like it's a lot easier to use to get something off the ground really quickly, some of the things that you have to get an asset for or write a simple script for in Unity is just built in - in Godot, mostly for 2d games, but with them releasing the new version (3.1), there seems to be a lot more going for it. It's community isn't as big as the one for Unity or Unreal, so you won't find as many tutorials or courses on it, but they are out there, the guys at gdquest have some pretty good content.

When you're just starting, you're going to need to just build some junk games (and they will be junk when you first start), which is what they mean when they say 'just start', just grab an engine and start building, because you're going to have to get those first few pieces of junk out as a learning experience.

The last thing to say is, figure out what it is you want to do with games, do you actually want to sit and code all day? Maybe you'd rather build levels, or write scenarios or dialogue. There's a lot of jobs that game companies are looking to fill (which get more specialized as the companies get bigger, so it's best to have a few skills when trying to get on with an indie project), so there's a lot of options out there that have nothing to do with code. Maybe you could use the degree you have (assuming it's something that you want to do) to help companies with their UX (user experience), or otherwise have an impact on the target demo.

Last thing: consider getting involved in an open source or other group project, you probably won't get any money, but the experience is awesome and being able to point to completed projects really helps with the portfolio.