Hello Community,
What do i have to do, that the Projectile Class allows me to choose FirstPerson Projectile? Currently the only possible choise is FirstPersonCharacter 
Old thread, but I ran into a similar issue. Maybe if not helpful to OP anymore, it will help someone else.
It appeared that when I renamed the class using “replace all” I had accidentally left the original “S05_TestingGroundsProjectile” header and ccp files into the source folder. That resulted in the renaming of the original class (meant to be moved out) and the new class. After that I ran into a couple of “generated.h” issues and Unreal would not start, nor would the project compile.
After I had resolved the “generated.h” issues (by naming the #includes back to “S05_TestingGroundsProjectile”, Unreal started, but it gave me a warning about not being able to locate stuff for the Projectile blueprint. Since the “replace all” had also messed with class and method names in the original “S05_TestingGroundsProjectile” h. and cpp. files, I replaced the replaced values (“BallProjectile”, like Sam used in the video) back to the original “S05_TestingGroundsProjectile”. After compiling, the build was a success. I restarted Unreal and the errors about the missing stuff for the blueprint were gone. I could then successfully reparent the blueprint as shown in the video.