Launching standalone or a packaged game that forces fullscreen at launch does not gain control of mouse/keyboard input until after the screen is clicked on.
1. Open UE4 Editor (any project)
2. Open Level Editor
3. Add Event Begin Play node
4. Connect Execute Console Command Node with the "fullscreen" command
5. Launch in standalone window
Head over to the existing Questions & Answers thread and let us know what's up.