Best way to create a GTA style game?

I would like to learn unreal engine to make my first game. It is going to be a top down 3d game like 1997 Grand Theft Auto. What would the best way be to create the world?.

My first thought was of using a city building software such as ArcGIS CityEngine to block out a basic street map. The map will be a fictional city.

Does anybody have any ideas for a city name and a game name.

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