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It's difficult to answer questions that do not provide appropriate information. The software you should choose would depend largely upon your skills-set, the kind of project you wish to undertake and overall skills-set.
You have not mentioned which platform you wish to develop for. In general, Unity would be good for mobile 2D, 3D games. UE4 would help you create amazing environments and characters; but do check on their royalty model. Not sure about CryEngine.