As for me, it's mostly a "First impression of HttT and DW", since I just bought the former to have access to the latter... so I don't know what feature is from what expansion (although, from reading the forum, I do have an idea).
First thing that struck me is the graphics, of course. But that aspect is twofold: on the one side, I OH SO LOVE zoomed in graphics, borders and such, but on the other hand though, I really really CAN'T STAND the zoomed out used-graph-paper-style map. It looks as if it was drawn by a kid, it looks unfolded and used and, to say it all, the first time I saw it, I couldn't even get to select a country and start my first campaign, since I thought it was so repulsive. I do still hate it, but since I play zoomed in, it's not *much* of a problem for me.
Next, I believe it's a HttT change, the speed of cavalry is reduced, way too much. Now, I get to fight, always offensively, and suffer terrain penalty all the time, since I can't outspeed the ennemy armies (well, I was able to, ONCE!). I know it's an army, and as such that it needs to be supplied, even on the march, but they should still be faster than infantry, just not by much than it was before. But I think it might be linked to the new "0 morale and your army dies" battle mechanic. Still.
Alliance cascading. I've read about it, and it happened to me, but was mostly manageable. But I'm playing as Castille, so I take it might not be as easy for a small nation. What I had happening to me though was alliances during war (and have the new ennemy sue for peace as soon as he entered war!). That I do not quite like. Especially since the new ennemy's ally doesn't take into account both War Leaders' WE, WC and WS before jumping in. I like the system, it just needs fine-tuning to make it better.
My second biggest gripe, after the graph-like map is buildings. There are many more, and they are not half as good (IMHO, but you're free to disagree) as what it was before. And, most of all, they require magistrates! In a RP way to see it, I see the magistrates as the team of bureaucrats that will work inside the new building, but even then, I don't like it much as I can't go into a big nation-wide construction programs... Plus, I really do think that some buildings should not require magistrates, like forts. On the other hand, I have to admit it gives a new life to what were previously useless Provincial Decisions in IN (thinking of Embassy and Marches, for example).
Few other small dissatisfactions / question marks concerning BB and money. I have noticed that both BB reduction and money tend to be a lot lower than it was before. For money, I read that it's linked to non-cores not bringing as much cash as before, and it's fine to some extent. As for BB reduction, am I wrong? What changed? Also, it's around 1550 and I'm (Castille) the only one in America (well, to be fair, there used to be Portugal too, but since I annexed them, I'm all alone : no sign of England nor France (although I guess France has a lot more problems on her hands other than colonising!
). WAD?
Finally, the biggest up I can give (and it's a HUGE one, but I think it comes more from HttT), there is much much much more to do in peace time! I find myself entering royal marriages for reasons other than slight PU chances (in which, in IN, I was ALWAYS the lesser partner, even when playing a Blobbeb France) and increase in relation. Alliances also seem to be working better (never allied much in IN, since it was mostly Impossible and the AI would break it so often). I also LOVE the Holy See and the HRE new mechanics, it is litteraly awesome in all it's awesomeness!
I haven't taken a look in the east yet, but I think I'm going to like it a lot (except maybe Ming, from what I read, but I'll make up my own mind
)