I wrote this last night before my internet went out :^(
The nice thing about France is that it is large and powerful enough to do just about anything. I had my girlfriend play as them, and my basic advice to her was to just try and be a player in Western Europe...don't let England or Spain push you around, and push around the smaller nations nearby (like you did with Naples). Later, try to establish some colonies and maintain a tech advantage on your enemies.
Somewhere in the 17th century, I suggest you quit and look back on your progress so far. Did you have a hard time with colonization? Economy? Military? I posted a list of nations in another thread that tend to be especially good "teachers" in one domain or another, but if you hadn't seen it...
Interface - Fantasia Eire
Military - 1492 Ottoman Empire (quit after ~150 years)
Colonization - 1492 Spain (Portugal also good)
Religion - 1492 England (quit after ~100 years)
Diplomacy - 1492 Austria
ROTW - 1419 Vyanajagar (sp? located in Southern India) and 1419 China (for ~200 years)
Economy - A peaceful game with just about any 1492 major power (England, France, Spain, Austria, Sweden, China, Russia, Ottoman Empire, etc). Note that with some powers "peaceful" means only war with weaklings.
Once you think you have the fundamentals of the game in place, some "advanced" learning nations are Venice, Sweden, Russia, Japan, and Bradenburg (forms Prussia). They have a pretty good mix of problems without being too difficult.
Siege Warfare:
You need to have enough infantry in the province to siege it. There is a simple equation to know how many infantry you need: for each level of the fort you need 5,000. You'll know you have enough when you see a cannon next to your army on the world map.
From there, you want to have the highest number you can on the left side of the siege screen while also giving your opponent the lowest number. When the numbers are negative, there is a chance that they city will fall to you at the end of the month. The lower the number, the higher the chance. Very rarely will -1 provinces fall to you...but at the same time some -9 provinces may take a few months :^)
The higher your number, they faster their number falls. To increase your number, get a leader with a "siege" value (it will be the fourth icon under their name and looks like a bunch of cannon balls). This number is added directly to your siege number so obviously the higher the leader's siege value the better he will be to lead sieges. Another way to increase your siege number is to get artillery. Another simple formula: 10 artillery = 1 siege number, rounded DOWN (i.e., 9 artillery count for 0).
In your case, besieging Tangiers, you ran into a special rule. Provinces with ports take longer to besiege (in game terms, their siege number goes down more slowly). To nullify this effect, and essencially turning them into land provinces, take a fleet of at least 5 warships or 10 galleys (or a mix) and station it in the sea zone the port empties into. You know you're doing it right when the port icon changes to indicate a blockade.
Cavalry:
Others have already said the important of cavalry on plains in the early game, but I'll explore it more here. In EU2, you can completely destroy enormous armies in a single battle. At the beginning, Spain will probably run around with a few 20,000 man armies. Let some of these armies into your territory to determine their composition (when they besiege a province, click on it and look at their side of the screen; note the number of cavalry). You want to attack this army with a large "cavalry bonus" - doing so will cause them to take heavy losses every round of combat. If you have a high enough cavalry bonus, you will completely destroy their army within a couple days of fighting. And even if you don't do it in one battle, simply chase them to the next province - your cavalry army will arrive first!
So how do you get a high cavalry bonus? First, you need a lot of cavalry. To get ANY bonus you need to outnumber their cavalry by 2:1. The greater this ratio, the better for you. A 5:1 ratio all but assures you will beat them. But here is a VERY IMPORTANT rule: cavalry bonuses ONLY COUNT on plains or deserts. In forests they count the same as infantry and in mountains (and marshes?) they are actually worse.
The Art of War:
Once you have completely beaten their armies back, send in your armies. You want to "cover" every one of their provinces as quickly as possible because it prevents them from building new units and let's you "pillage" the province once a year for some free gold. Whatever forces you have left should besiege important provinces first like the capital and especially any provinces you want to walk home with. If you still have to fight their armies, remember to defend in mountains as much as you can; force them to attack over rivers; be mindful of army composition; beat up on smaller armies any time you get the chance; and take steps to end the war as soon as you can.
