Hi! We're glad to hear you're thinking of joining us! While I only have 365 hours (officially) playing, I can offer some advice. If you have the ruler designer, you can start as a wide variety of heresies if you wish, and you can make it your goal to have that heresy supplant the Catholic (or whatever religion you are playing as) faith. You can stamp out Heresy or try to spread it; the choice is yours, though it's easier to stamp out Heresy your first time around.
If you have no expansion packs, you can start as any catholic nation. Certain other expansion packs unlock other religious groups. "Sword of Islam" unlocks islamic nations, "The Old Gods" unlocks Pagan nations. "Sons of Abraham" unlocks Jewish characters (though there aren't many). "The Republic" unlocks Republics, and "Rajas of India" unlocks the various Indian religions.
When you start a game, you select any nation you want to play. If you have all the expansions, virtually any nation you click on will be available. You can start either as the King or Emperor of said nation, or a vassal under the top liege, King, Duke or Count are all vassals to an Emperor (in the 1066 start anyway). Duke or Count are vassals to a King, and Counts are vassals to a Duke. But there are a few independent counts, especially in Ireland. Ireland in 1066 is particularly recommended for new players, especially the Duke of Munster, since that starts you with a claim to press and two counties instead of one.
It would be good to look at "Let's Plays". I particularly recommend T.J. Hafer's "Crusader Kings Chronicles" which can be found online at PC Gamer for a written lets play. Someone designed a video tutorial on YouTube which should be findable by searching for videos on YouTube.
