If you want to become a 3D artist for games or movies, and you want to work in a real-time environment, UDK is a great choice because it has an entire art pipeline and allows you to easily import models, textures, and animations to see how your assets work together. Plus, UDK has a number of other tools integrated into it. If want to dive head first into the code and start adding new content or game mechanics you can, but UDK is also a great playground to try your hand at level design as well.

UDK actually originated as the mod tool which is released with every game that Epic Games ships and was designed to work as a level editor for those games.

UDK can also be used to practice other disciplines besides game development.