Unreal Engine Introduction to the Material Playlist:
This might be a good place to start, although it isn't specifically intended for VFX content. Goes through all concepts of materials in general.
A video on materials by Jason Keyser
The material he covers is free to download if you want to get involved and keep track of what he is watching. There is a link in the description of the video.
Unreal Engine Intro to the Cascade Playlist:
A great starting point for Cascade as a particle editor.
Unfortunately, I haven't seen any intro videos on Niagara yet so I'm not sure if I can point you to a video or playlist that I know are good. Maybe someone else can step in with one they can vouch for.