@RonBurgundy
The best thing you can do to start off in CK2 is to play the tutorial and watch some Youtube (ideally Arumba's old tutorial series). Afterwards, you can pick pretty much any duke-tier Christian character in 1066 and go from there. The HRE especially is safe from outside threats and is effectively isolated due to its sheer size. In particular, Tuscany, Bohemia, and Bavaria are all ideal starts as is nearby Apulia that can easily swear fealty to the Kaiser.
Whatever you do though, it's paramount that you choose a small king, duke, or at least a two-county count so you have income and troops to work with. It's also ideal that you choose the 1066 start since it is the most balanced (since it was the original default), though if you choose to go earlier bare in mind that Muslims and Pagans could prove to be a troublesome but far from insurmountable obstacle. Starting later on the other hand means you'll have less time before Mongol (and Aztec if Sunset Invasion is enabled) invasions begin and also that your council laws will tend to lean towards fully empowered (this can be a huge problem since your council will work against you and you'll have little power to keep them in line) plus sieges will take longer since holdings will be more developed.
After your first or second game, then it would be advisable to try and take what you've learned and apply it to another religion such as Paganism or Islam. Specifically for Pagans, Halfdan Whiteshirt of Jorvik and Haesteinn Haesteinning of Nantes in 867 are excellent choices since they start out feudal, which will save you a lot of headache versus starting tribal and then feudalizing. Whether you choose Pagan or Muslim though, both are built for rapid conquest and are an excellent choice to sharpen your warfare skills.
Beyond that, another core area you may want to practice on is inheritances and succession. You'll want a dynasty that's already established such as the Karlings in 867, the Rurikids in 1066, or the Jimena also in 1066. You'll want to comb through your family trees and then work out how you can stand to gain by pressing their claims or killing them. Sometimes a weak claim and a regency is all you need to net more land than several holy wars or an invasion.
