As many game programmers know, the famous game engine Unreal Engine is now free to the public. Although you need to pay when you want to sell your games, it is a great chance to get some experience from it. It will also give you better chance to get a job offer.
One who don't find where to start, I recommend the official wiki web site:
Just focus on UnrealEngine3 not 2. And the name of free version is called Unreal Development Kit (UDK).
You can download the engine for free:
There are books in Amazon too: "Mastering Unreal Engine". There are several volumes and several editions. Try to find the latest. As far as I know this book series doesn't cover Unreal Script. You will need to find other books that cover it or you can find the reference page here:
There is also video tutorials which is an easiest and efficient way of learning a tool: