It's definitely helpful if you read and watch the various guides / Let's Plays for the game. Also plain ol' trial and error can be beneficial as you can see why everything is happening. Once you learn stuff like how the marriage, vassal management, and inheritance mechanics works, playing CK2 will become easier. Unlike other PDS games, CK2 is about building for the long term, more about the marathon than the sprint or 50 yard dash.
One the biggest things in CK2 is knowing when to make your move whether in the smoke filled backroom or the chaotic battlefield. Using myself as a example, in my current game using the 769 startdate my realm is located in the Levant region of the Middle East. From the start, I know that I need to build up both my infrastructure (buildings) and my armies (retinues and levies) as I'm in a rough neighborhood (Abbasids, Byzantines, and in my personal mod the Scythian Amazons) in which the other Middle Eastern powers will pounce on me at the first sign of weakness. Therefore until my retinues and levies are fully built up, I keep my head down assuming what I call the "Eye of Sauron" stance waiting for my potential enemies to weaken internally before I decide to go for the kill. Even then I'll hire mercenaries to do the dirty work before committing my own retinues / levies. There's a reason why Edward Longshanks in Braveheart said "Arrows cost money...Use up the Irish, the dead cost nothing!"