I agree with most of the people here. When I got started with EU3 Heir to the Throne, I read ALL of the manuals, and struggled with the broken tutorial, and still didn't understand the game. I was horribly frustrated, but when I finally got it, I got it. Crusader Kings II was the same. I bought it and let it sit for 2 weeks before I read the manual, and still didn't understand it after the tutorials, which I thought was even worse than EU3, but at least it was functional. Unfortunately Paradox does a generally poor job of helping people learn how to play their games and that can trick many new players into thinking that the game isn't actually there, but I promise you, it is. It's just buried, like a diamond in the rough. It's a long climb, but when you get to the top, you'll know it and appreciate the trouble you took.
When you start these PI games, the whole world is available to you, and it gives the impression that any realm is good, but the reality is that is completely false. The interesting characters can be a fierce challenge, and you're actually better off going with an 80% very hard difficulty in Ireland, rather than a game in one of the empires. Pretty much, stay away from anyone but Ireland, at least until you've conquered Albion. You're asking for it starting with anyone else, in my opinion, although with the right degree of patience, you can make anyone work much of the time, eventually.