I felt much the same when I first started, only other game I played was EU: Rome ( which I enjoyed greatly

). I've never played as England yet, big Kingdoms can be a bit much to start I'd advise something small so you can learn the basics, the Spanish states are quite fun and I think a good place to start ( I think I may have started there my first time actually ).
I like playing as Scotland as it's my country, but otherwise I prefer playing someone close to some muslims / pagans such as Denmark or one of the Spanish rulers. Right now I'm having a fun game as Sicily, expanding into the Muslims in the south when they are otherwise occupied ( with eachother in internal wars hehe ). Last game I was playing as Georgia who are orthodox and it was good fun too. I find it helps if you can:
-Play a ruler near muslims or pagans, you can declare holy wars without having to fabricate claims, wait for someone to die / be assassinated or anything, just be careful as other states of the same religion may (often do ) join in defence of their faith, bring some allies if you can, they can come from pretty far away sometimes so don't look too hard for nearby ones although obviously it is preferable
-If you can get majority of a Duchy or Kingdom under your control you can usurp the Duke/King title for yourself, for a fee, and start a war to claim it; useful for expanding into other Christians hehe.
-I stopped playing for a while but I got the DLC Legacy of Rome and it does add a bit more to the game for me, I think some things should have been in to start with, but yeah check it out

Also the Ruler Designer DLC to modify my starting character, add my own dynasty you know

Considering getting Sword of Islam, waiting to see what the upcoming secret is :unsure:
Give yourself a chance to settle into the game, spend some time reading faqs etc on the forums here like I did ( and still do haha ), you'll come to love the game I'm sure.
Have fun
