What it really comes down to is what works best for you. If you don't care for programming that much then there's no point making an engine when there's already options out there. Most choose Unity to start put with because of its relative ease of use, documentation, platform support and available assets (both free and paid). Unreal is definitely superior to Unity in performance and looks super, but it's learning curve is much higher, supports less platforms out of the box and documentation is not quite on par with Unity, although still pretty good.
If programming is your thing and you really want to pursue it then it comes down to taste. To start out with, I personally recommend Python because it kind of forces you into good programming habits and the dictionaries in it are some of the most powerful for creating RPG inventories and maps and items. After you've got a good grip on one programming language then learning another is basically learning syntax. At a certain point to you might want to try C++ as a lot of scripting languages will have plug in libraries for it. It's a fast language and one of the best suited to creating a demanding gaming engine (depending how complex you want to go). In the end, most use the language they're most comfortable with, so make that your top priority.
If programming is your thing and you really want to pursue it then it comes down to taste. To start out with, I personally recommend Python because it kind of forces you into good programming habits and the dictionaries in it are some of the most powerful for creating RPG inventories and maps and items. After you've got a good grip on one programming language then learning another is basically learning syntax. At a certain point to you might want to try C++ as a lot of scripting languages will have plug in libraries for it. It's a fast language and one of the best suited to creating a demanding gaming engine (depending how complex you want to go). In the end, most use the language they're most comfortable with, so make that your top priority.