I think what makes CK2 a little more "overwhelming" is the fact that it's one of the most sandboxy Paradoxe game.
I remember that in my first EU3 game, missions and national decisions encouraged me to experiment with the game by giving me small objectives. "Oh I must reach 2 stability to complete this mission, allright how do I do that ?" or "To form Russia I need to annex Tver, okay let's try", these little goals encouraged me to learn different features of the game separatly. Mission after mission, decision after decision, I grasped more and more aspects of the game. After a while I started to combine my accumulated knowledge to fulfill my own personnal objectives.
In CK2 there are no such things, you are lost with no indication and no objective. It's easier to learn how to convert provinces if you are incented to do so, if you are not why would you ?
It wasn't a problem for me when I bought the game, as I knew how PI games worked by the time, but I can understand that someone who isn't used to be left alone in a sandbox will feel lost and will not know how to start.