Something I always think tends to be missing in Paradox games especially lately with the move that "removing determinism means you don't get nice events to read, you have to look at spreadsheets"(or atleast that's what it can feel like sometimes in Victoria II) is good sense of 'immersion'. Seeing an icon light up and then looking at an entry in a huge table and reading the tool tips is ok but wouldn't it be lovely to have a nice descriptive and flavourfull event if applicable? I also tend to feel a little sense of isolation from the rest of the world. Seeing France covered in communist revolutionaries isn't something I should accidently notice when scrolling across the map or get a little notification that they have enforced their demands after the fact. Similarly there are some inventions that being the first to discover gives a huge prestige bonus, like romanticist art, if its such a big deal it'd be nice to get a little notification when it's first discovered like you can do when a country discovers or enables a new ideology. Another thing that could be nice is a sort of war correspondant so if the GPs/SPs are at war and there is a particularly decisive or remarkable battle you can know about it. Things like this would really help integrate and flesh out the world and make it feel less like a load of coloured numbers, so to speak.
Also;
SPIES
You can already do a lot of this. Go to the menu (ESC key) and click "Message settings". Look for whatever messages you want and click the box (probably red, since you aren't seeing anything now) on the right side (this will enable a pop-up message anytime whatever it is you clicked happens).