Like any Paradox game, Youtube is your best friend for learning the game. Unlike something like CK2 though, Vicky 2 didn't change all that much through its life cycle and only had two main DLCs so videos dating back years are still relevant.
1) Clergy controls your literacy which in turn influences your research speed. Get at least 2%, then shoot for 4% to get the maximum benefit. Likewise, Soldiers directly influence the number of brigades you're allowed to field and then Craftsmen and Clerks influence factory production. Soldiers I don't believe have a set ratio, but there is a ideal certain ratio you could probably find on the wiki for craftsmen to clerks.
2) Each time you go to justify a war, it will cost you a varying amount of infamy and once you hit 25 infamy points, the world has license to declare war on you. The best way to use your infamy is to pick up the most valuable territories you can get your hands on. The most valued resources in this game are population, industry, industrial resources (coal, iron, rubber, oil, etc.), and then positions for colonization (which in turn can get you more population and resources).
3) Never played with mods myself, but I used to always hear good things about POPDemand, Ultimate, Modern Day, and I think Kaiserreich. Be wary though if you plan on using the 3.04 beta patch, since most of the mod makers are long gone as far as I know and haven't updated their mods to be compliant with it.
4) United States, Netherlands, Brazil, Belgium (a perfect tutorial for managing industry), Sardinia-Piedmonte, and to a lesser extent Sweden are all decent starts for a beginner. They all pretty much have their drawbacks though- off the top of my head the Netherlands has some scattered possessions to keep track of with the possibility of invoking the wrath of the Germans, Brazil has terrible literacy and missing resources like coal and iron, Belgium is at risk from getting eaten by the Dutch if the Brits don't come to your rescue, and the Swedes are at high risk for war with the Russians.