A Full-Bodied Player in a FPS Set-up

So I’m new to UE4, I used to be a heavy BGE user and I’m deciding to switch to UE4 since it seems to suit me with its blueprint features. I’m having difficulties exporting the player from Blender and importing it into my UE4 project. I’ve been trying to set this up for four days now and I haven’t gone anywhere. When I import it, the textures are usually missing and the rig is messed up. How do I set this up?