Give a try at playing one of the minor single-county Irish nations, and for your immediate goal, just try to conquer the rest of the island and form the Kingdom of Ireland. It's probably the most toe-in-the-pool area on the game map, since you've only got your immediate neighbors to worry about for the first few hundred years.

While the mechanics are certainly complex, I think a big part of the learning curve is the lack of a concrete objective to focus everything around. It's not just that the game is complex, but that it doesn't even really point you in a particular direction.

Brilliant game, though.

Paradox games are notoriously difficult. I remember, when I bought Europa Universalis 4, I went through 6-7 hours of tutorials on YouTube only to get started. It's still really difficult and I don't understand everything.

I found watching let's plays the best way to get into it and learn the mechanics. There are quite a few streamers who put out newbie guides for it.