Over the last month I have watched somewhere around 200 training video tutorials for UDK. Most of which were found at 3dbuzz.com
I highly recommend this site if you learn well from watching videos. I actually followed along with the videos by pausing them to complete the steps. That way I remember them better, and have something to show afterwards. Sometimes I will see something different from my version compared to the video, but it's usually easy to figure out.
So, I have completed the Simple Level tutorial series for UDK made by Zak at 3dbuzz.com. I am getting a lot more comfortable using UDK. I still need a lot of help with Kismet, Matinee, and the Material Editor.
I made some static meshes with Blender and imported them into UDK. The textures are missing though. I'm pretty sure this has to do with Blender, not UDK. I am also fairly new to Blender. I am following the Blender 2.5 for Dummies book and watching training videos found on Blender.com and youtube. I've gotten really good at making complicated shapes in Blender, but I'm still in the dark as to the proper way to make textures. I'm great with 2d art and Photoshop, but there is some art to stretching 2d images around 3d surfaces that distorts them. I've seen grids with coordinates to help in other programs, but there should be some better way. Maybe I'm just missing something.
So for today I am moving on to the Particle System editor in UDK. Particle systems have always fascinated me, but I have not studied them much before now. They seem really complicated, but I'm sure I can learn it.