People above have been giving you some general advise. I think it is better to jump in. EU3 and CKII have some similarities. For instance, you (more or less) control a certain group, and your goal is generally to gain power. As such, the game shouldn't be overly confusing for you to get into. The main differences are that you don't have to worry about vassals ganging up on you. Once you control a province (especially if you have a core on it) it won't leave your control unless you lose it in a war or it is occupied for rebels for ~2 years. Don't let that happen.
I have two suggestions, different from what much of the forum would suggest-
Play as either France or Burgundy. Both of them are powerful, rich nations. Additionally, you'll fight in a number of wars with either of them, which will teach you the game much better than sitting and not doing anything.
General advise- Start on very easy. If it is too easy, don't hesitate on going to a higher difficulty level. They are more fun. For the game itself, investments in tech are very important. Day 1, put all of your monthly income into stability. It gives you tons of good stuff, including extra taxes and less revolt risk. After you have maxed out at +3 stab, put all investments into government until you reach level 4. This will give you your first idea, which should be military drill if you plan on fighting wars (as Burgundy or France, you will). You will lose money every month. This will be made up in your yearly income. If you are running short, put some of your monthly income into minting. Inflation might happen, but not on Very Easy (you get a massive inflation drop on that difficulty). When you declare war on a nation, chose a CB, otherwise you take a minimum of 2 stab hit and take war exhaustion (this is bad, it hurts everything). Additionally, cancel any military access you have when DoWing for the same reason.
Specific tips:
France: They are strong and rich, with lots of vassals. On very easy, you should be able to field a ton of troops. Day 1, send alliance offers to each of your vassals, they are small but they do help. Additionally, they won't turn on you unlike in CKII. Your first target should be Province. You have cores on them, so you have a CB on them (reconquest, it gives infamy free provinces). If you are playing 5.1 vanilla, this will bring in Bohemia, as well as Naples. Bohemia can be an issue. If/when they send armies, merge yours and hit them hard. Use a general. Seriously, do it. If you beat them, follow them to the next province they go to. Hopefully you can stack wipe them (kill all of their troops immediately). Take your cores from province if you can (if they are under a personal union with Naples, you won't be able to. Otherwise, get military access through Italy, occupy all of Naples, and annex them. Rich provinces, but lots of rebels. After doing that, follow your missions, diplomatically annex your vassals (expand your sphere of influence to help with that). Then do what you want, but be weary of two things- England and infamy. England will have a larger fleet than you. If you want to beat them, the best way is to put troops into Scotland before declaring war. Probably ~30,000, though less might do it. Let their armies come to you and wipe them. Occupy their provinces and you'll be able to beat them.
Burgundy- My personal favorite nation to play with for new players. All you have to do with them is follow their missions. You will get missions to annex (only if you get a mission to do so)/vassalize minors in the lowlands. Do them. These wars will lead to you getting attacked by a lot of minors. That is good, especially if the minors are electors. Always vassalize an elector. Then you can become the emperor. Be careful not to take many territories that are part of the empire (check on the empire mapmode) that you don't have cores on. They give you infamy, hurt your stability, and give the emperor a CB on you. After you finish eating your minors and have a wall of vassals around you, wait for your infamy to drop. Your goal now is to beat France (attack even without CB if they are getting tag teamed). Slowly beat France up, forcing them to release nations, release vassals and give territory. Your goal should be to diplomatically vassalize French minors. To do so, expand your sphere of influence. Then, get a royal marriage/alliance with them. Give gifts until relations are at least 190 and offer vassilization. Hope they accept.
Good luck, I know I threw a lot of stuff at you. If you are confused or need help, feel free to ask.