I can sympathize with the OP because I have had the same problems with this and other games. To me, playing Victoria II seemed just like staring at the screen and doing nothing after a few basic decisions at game start. The game (as well as CKII) looks and feels so deep, engaging and rewarding, and it's highly disappointing when I don't get to experience that. Concerning Victoria II, (even with AHD), most of the mechanics are under the hood and require very little player interaction or management. This used to bother me deeply, and I felt that my ability to enjoy the game had no hope left. Only until recently have I found out how much of a beautiful thing this is, and why Paradox games are some of, if not the best games in the world, (at least IMO). Why is this beautiful to me? I'll give you a comparison:
Take a game such as Civilization, (the series takes second place in my list of favorites, next to Paradox games, so I'm not insulting it, but rather, just comparing it), now think of that game (any of the five), where the whole playing consists of managerial action by the player. You, (if you want to win), will have to go in the same direction (for any given victory condition), almost every game, and all of your decisions will focus on the same, relatively unchanging path from game to game. Civilization is very focused on an unchanging path to victory that the small details affect and comprise, without changing the 'plot' if you will, of the game. In this sense, it is monotonous and static in the grand scheme of things, while the particulars that comprise and culminate into, can change.
So while in Civilization your focus is the particular and immediate aspect of things, that don't much affect each other or the grand outcome of the game, in Victoria, Crusader Kings, or Europa Universalis, the world is fluid and interactive, where even the smallest of decisions affect the rest of the game, no matter to how small of a degree. The current situation of the game is immensely influenced by the decisions made by all other polities. Thus, your strategies in the game will not be a matter of memorizing a thing to do that will be applicable to every game, but one of watching how the world developes. In this way, certain strategies will always be situation specific, and when the situation varies widely in an interactive and dynamic way, and your strategies also influence the situation, this makes the game very 'alive' and moves away from the repetitious monotony that most other strategy games have. It is also quite realistic in this respect, and the realism of the alternate history of the game gives it plausibility and a very interesting experience. Your playing of the game should be mostly observation of the world and how it developes and changes. It is not about incessant, consequtive decisions, but, rather, few, pivotal ones when the time is ripe. The game rewards the patient and watchful player. Seeing what happens and how the game runs through each time, at least to me, is perhaps half the fun of playing.
When you're at a loss as to what to do, you should read more messages, and see how the rest of the world is changing and developing. Study the ledger, and see all of the current wars and such. Look not only at your own nation, but at the whole world, set your goal, and while waiting, find the proper time to execute your strategy. The game should open up to you if you do this, and it should be a lot more fun.