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This is an extremely helpful thread. I too have been struggling a little with the concepts in this game, a big departure from EU3 and others.

I started my first game a few weeks ago, in Ireland, as the..erm..something of Munster. After a few beers one night, I sat in bemusement as, without my having a clue how, I suddenly began playing as a 1 year old, son of the protagonist which I had only a few moments prior been in (obviously marginal) control of, and who now became heir! Whilst I was a little befuddled, this to me exemplified the charm of the game...I laughed out loud at this bizarre turn of events inspired by my uninformed clicking. A clear, alcohol-unencumbered brain is obviously important to success in CK2!
 
I've got that "moment of regretting to have bought it" right now, it was less than a month ago when I started to play.

What should I do? I know the game, I think, but it's simply not very fun right now. All is so very slow and depressing. I fear I played all too much (24/7) in the beginning.

I love the game because it'sa slow. I can spend an entire morning to noon just playing it. It's relaxing.