Honestly, just start a game and try learning by doing.
of course you can read some tutorials and wikis about game mechanics and so on, but I had problems to understand those hints right, without knowing what it would look and feel ingame.
just start after reading about the basics, alt+tab out of the game when there are questions coming up.
read the forums, there is a thread named "quick answers". there you can find quick help, if a google-search doesnt help you, AND you can read some older questions to get a feeling for common ingame problems.
some basic tipps for expanding your dynastie peacefully:
its possible to invite clamiants of other countries to your court. there you can easily kill off their spouses and kids, and marry with one of your kinswomen matrilineal. then you can press their claims by war or hope for inheritance.
inviting guys to your court is a great way to get highly skilled councillors to your court.
as a vassal, e.g. in the HRE, try to avoid the approval of higher crown laws... in absolute crown authority you are not able to fight any war! dont ask me how to avoid that. currently im stuck in the HRE as a duke...
if you are not sure, its totally legit to save-and-load in your first gamethrough, to try out the outcome of different decisions.
use google a lot and the forums
have fun, I'm totally addicted to the game after only 5 days. loved eu3 though its no surprise