A double jump is a game is when you can jump a second time after the player is in the air or already jumped and has not yet landed.
It is very easy to do this in Unreal Engine 4 with blueprints. To get started, open you player blueprint graph. On the left in the menu with different objects with you player, select the option on the top that has “(self)” at the end of it. From there, you should be able to set put a number in a field on the right called “max jump count”. You can also set this value from a blueprint function in your character, called “set max jump count”. When you set this to 2, you have a double jump.