How To Learn A Game Engine

Should I just take courses or should I watch videos?
Do you think I should do this:
Install game engine
Then make my first game
Then take a course
Then not take any more courses and just fiddle around with the game engine

I mean:
What steps do I take to learn a game engine? Do I install the game engine then take another course?

Edit after first post:
I would like maybe 3 people to give me their answers.

Before I answer I would like to say I don’t have any game development and I’m just saying what I would do. I would take a look at the software and learn how to navigate it and stuff on my own but then do courses on how to use it for games.

I would also watch videos.

Ok I personal don’t have a good time learning with videos because when I try to learn luea (roblox’s form of lua) from videos I don’t learn it and I forget after a few days.

What is this? ______

I said what luea is in the last post

I would like 2 more people to tell me what they want to do.