UE Architecture

This is why you should not write any gameplay code in the constructor:

UHT generates the code for each class and struct marked with UCLASS and USTRUCT macros. One of the feature it gives us is CDO - class default object. UE creates a default object of each class for using it as a template and runs it's own contstructor. So, be sure you have just initialization code in the class/struct constructors.

UE Main Loop:

UE main loop is designed in the GEngineLoop class. It consits of 4 stages:

Preinit():
Init():
Tick():
Exit():

GEngineLoop.Preinit():

Loades project, plugins and modules
Creates CDOs and structures marked with UCLASS and USTRUCT macros.
After UE registers all classes, it will call the StartupModule() function for every module (Module initialization)

GEngineLoop.Init():

Creates the instance of UEngine class (base class for UEditorEngine and UGameEngine classes )
Initializes UEngine instance. This creates GameInstance, GameViewportClient and LocalPlayer instances.
Browses to URL (Server), loades the Map and startes the Game.
LoadMap() function:

Creates UWorld, ULevel, Actors saved to Levels and ActorComponents defined in that Actors
Creates Core Actors:AGameModeBase, AGameSession, AGameStateBase, AGameNetworkManager, APlayerController, APlayerState, APawn
Initializes all Actors and Actor Components
BeginPlay(). Registers all actors tick functions

There are 2 different lifetimes at the high-level:

Loaded before Map loaded: Engine Objects
Loaded after Map loaded: Game Objects

GEngineLoop.Tick():

GEngineLoop.Exit():

ULocalPlayer

Representing the player sitting in front of the screen.

UGameViewportClient

Screen itself. High-level interface for rendering, audio and input systems. Represents the interface between the user and the Engine.

UGameInstance

Project-specific functionality what was before UE4.4 implemented in the GEngine class.

.umap

Serialized map data (UPackage) what contains: levels, actors, actors' components.

UPackage is the Outer of CDOs!

Actor->PostInitializeComponents() is the most earliest stage when the actor is already in the full-formed state.

AGameModeBase

SERVER-ONLY. Defines the rules of the game and spawns most of the core gameplay Actors. It's the ultimate authority.

AGameSession

SERVER-ONLY. For online games approves the login request. Serves as an interface to the Online Service (like Steam).

AGameNetworkManager

SERVER-ONLY. Configures things like cheat detection and movement prediction.

AGameStateBase

SERVER-AUTHORITATIVE, but replicated to all clients! Can be changed just by server. Stores game state data all player should know about.

There are 2 representations of the player:

PlayerController and PlayerState classes representation is similar to GameMode and GameState.