Victoria 2 is a bit more convoluted and unclear than the later titles. You make changes, and it sometimes takes months or years before they start to show an appreciable effect. The documentation isn't the most straight-forward either, and you'll often end up not knowing why things are happening the way they are.
The concept of "pops", many small blocks of population within each provice broken up by ethnicity, occupation, and religion, is brilliant in several ways, and makes the game far deeper and more realistic than the simplistic "all or nothing" heavily abstracted representations of population in most other games. Provinces don't automatically assimilate from all of one culture to all of another at once; the foreign ethnic pops of each religion and occupation tend to gradually assimilate into similar pop groups of your culture in the province, provided that the conditions favor such a change, or they may begin to emigrate to other regions or countries if they're not content where they're at. Casualties in wars affect the pops that those units are drawn from, so losing too many men in combat can depopulate your country. Your actions and choices may have different effects on culturally French Protestant farmers than on culturally German Catholic farmers in the same province, for instance, and different pops may have different economic needs, political preferences, and social desires, each of which may affect dissent, political support, emigration and immigration, levels of literacy, and so on.
If you don't want that level of detail, then Vicky 2 probably isn't going to suit you. If you enjoy the additional complexity and what it does for gameplay, then it's a "must buy" choice. Personally, I think that some of the pop mechanics (simplified, perhaps) are desperately needed in games like HOI, in order for the underlying political and social tensions which led to the war to make any sense at all.