I mostly agree with Lemony Nelson's post about NF points, but it may pay to spend the first couple of years boosting Bureaucrats, until your national income is secure. I generally try to bring my major regions up to at least 80% effectiveness, and then switch over to promoting Clergy (either to 2% or 4%, depending on starting Literacy - less need for 4% if your Literacy is already high). The various techs and gradual improvements over time will usually push that 80% Administration up to 100% in another decade or two anyway, and you don't want to have to pay a lot of excess Bureaucrats for the rest of the game, because they provide no additional benefit over 100%. Once the colonization race begins in the 1870s, you'll want every last NF point to grab land before the other countries get it.
Building a "great army" involves having surplus population that can't find work in their current fields, so they join the army. Soldiers are a "demotion" class pop, where those who can't afford their needs in their current line of work end up, rather than a promotion class where those who are doing well go willingly. If your pops are too rich, it can be difficult to recruit, and you may not have enough soldier pops to replace losses in your existing units, much less recruit new ones, resulting in numbers like 50/45 (50 units out of a max of 45 that can be supported), with some military units showing in yellow or red to indicate slower replacement, or even net losses over time. Researching a few techs that increase RGO efficiency while reducing the maximum that they can employ can result in a wave of unemployed farmers and miners switching occupations. Higher tax rates mean less to spend on needs and wants, and typically more demotions to the army. If your military pay slider is set to something even moderately high, you may find yourself with a growing army pool, turning into a massive influx of new recruits. Thanks to the wonky way that soldiers, administrators, and clergy are paid, you have no control over their hiring: if they want the job, you have no choice but to allow them to swell the ranks of citizens on the public payroll. It can bankrupt the country if you don't drastically reduce military pay or otherwise put the brakes on the process. Be careful of how high you set your government pay sliders, and be aware that any changes may take a year or three to show any significant effect, and then take equally long to stop.
Colonies also potentially grow by "flooding" them with migrants from your other provinces, in many cases giving you a large base of your own pops to start with. Once they become states, the migration slows or stops, but some of the native pops will generally assimilate into your own culture's groups, if they already exist. I recall colonizing a region in China, and after a couple of decades, one province had drawn enough immigrants from my homeland to bring their percentage up well into double digits. Another two had developed small pops of my culture in the "few percent" range. The remaining two had ZERO pops of my culture. After the region was assimilated into statehood, the ones with my pops continued to increase their proportions through gradual assimilation, while the ones without never assimilated a single pop because there were no "target groups" to assimilate into.