It's quite hard sometimes, I know. But I have found a few ways to deal with it.
Try to have multiple objectives across multiple regions. Not all countries are suited for this play style, but when you are playing a major, try to spread your interests in different regions. That way, you don't have to sit on your hands and get impatient as you wait for whatever coalition or timer to countdown. You can just shift your attention to another part of the world as things cool down.
Try not to recreate favourite borders immediately. The biggest issue I face is this. When I play as France, say, I get impatient to recreate Napoleanic France and end up cheesing or cheating. This is a tough one to break out of.
Use mods. There are some great mods out there that can make gameplay fun even when you are in the intermediate stages of your goal. For instance, Extended Mission Tree mod gives a near-exhaustive list of missions to many countries. Just going down them is enough to get you powerful while making the journey also seem exciting.
A bit of min-maxing is good. When you play with the numbers in the game, you will discover joy in even the minor changes. That doesn't mean micro or being the typical min-maxer. But deriving fun out of increasing/decreasing numbers can be a great way to stay calm.
Play as a secondary power. When you play as a major, you start with great power that you can quickly use and abuse, resulting in either boredom or some sort of status quo that's not fun. Instead, choose secondary powers who have to rely on web of alliances and be able to take advantage of situations as they arise. German and Italian minors are great for this kind of game play.
Play a nation you don't know anything about. Too often, we pick nations we are deeply familiar with, and try to recreate their history, and get annoyed when things don't go exactly as planned. Playing as England and watching Castile colonize Canada has made me rage-quit several times, even though I know I should be able to get those provinces from them in a colonial war easily. It's just the unhistoricity of it that bothers me. Solution: play someone whose history you don't know.