I'd recommend learning to balance an economy and figure out the politics and espionage with a smaller country before diving head-first into GER. Brazil, Hungary, Romania, and Sweden are all good for that, although you are limited in the long run, unless you exploit the silly "Wargoals" system that was added in the last expansion, but not adequately playtested or balanced. Personally, I felt that Semper Fi delivered a better "basic game" (when game-breaking bugs didn't ruin it), but the new "toys" in the later expansions compensate for the damage done to the original mechanics.
Playing Germany, the game is balanced to provide a "graduated" set of challenges, but any mistakes you make at the start WILL come back to bite you 3-6 years later in Russia. It's a good learning experience, but takes SO LONG to get feedback that I don't recommend it as a first try.
The US is an exercise in boredom, where you sit for the first 5 years, all but shut down due to your Neutrality, and then suddenly you get to press the big "I Win" button; not much fun to me.
The UK, with its scattered land, sea, and air forces all around the globe, has to use all of its tools effectively to succeed at all, but can be amazingly powerful if done right; not what I'd call "suitable for beginners".
Italy starts out with a nice, safe "training war" in Ethiopia, and has a good balance of "all the toys", but their starting Order of Battle is a disaster, and their commanders are no better, which makes it really difficult to figure out what you're doing right or wrong.
Quite simply, there is nothing comparable on the market that covers all of WWII in even a fraction of the same depth, other than its own earlier installments. HOI2 is supposed to be better in some respects, but HOI3 has surpassed it by miles in others.