The more I delve into studying game development, the more nuances emerge that are hard for me to grasp. Right now, I've reached engines. What are they, and how do you choose a good one?

Why not just reach out to specialists who deal with game development? As far as I know, the most in-demand and proven engines are Unity and Enreal, and you can learn more about the latter here https://arrible.com/services/unreal-game-development/, check out all the stages of game development, and even sign up for a consultation with specialists if you're interested.