I've only started playing this wonderful game over past couple of months (I just never heard of it before unfortunately!). For my money it's the best war game I've ever played so if you like war games it is IMO well worth sticking with and learn how to play. FWIW this is how I have approached leaning it and making sense of the myriad aspects of the game (I'm sure there are others).
After reading wikis etc I decided to concentrate on learning how to play USSR to start with. This is because USSR has only one viable strategy really and it is relatively simple plus you do not need to worry about naval aspects/amphibious capability etc. By playing the same country I could read up AAR's etc to learn more about the details of USSR strategy.
I restarted about four times from 1936 leading up to Barbarossa and a bit beyond learning various aspects on the game, making huge errors on the way, then correcting them next time round. Eventually at around the fourth attempt I got it "right" and slaughtered the Germans - very satisfying.. You can repeat the build up from 1936-41 quickly using the fast speed settings. Once the war kicks off, the game slows down dramatically and you are basically stuck with your mistakes.
My learning process went roughly speaking in three phases:
1. Learn how to handle IC (industrial capacity) and to plan the building of your army. You need to know how to maximize your actual IC by researching machine tool techs early, getting rid of decent, appointing ministers that give IC and supply bonuses etc. Also you need to get your head round the parallel Vs. Serial production runs and effect of gearing bonuses. Prioritizing and focusing your research is important. For USSR for example researching land doctrines is vital. Also USSR has only one real advantage, it's huge manpower reserves, so use it by building as many infantry units as possible in serial runs etc. Other countries have different advantages/disadvantages so the approach will be different.
2. Learn how to organize your army and how to fight. There is a thing in this game called Command Penalty Capacity (read about it here:
http://www.paradoxian.org/hoi2wiki/index.php/Land_Combat_Efficiency ) and this governs optimum army organization somewhat. It means it is a good idea to organize your divisions into corps in multiples of three. You then need to learn the effect of having the right officers in charge and how to use HQ units. Then you need to understand that attacking from multiple directions at once is particularly important as is the Support Attack command. I replayed the Barbarossa attack a few times to get the hang of all this - the effect is dramatic and very satisfying.
3. Learn (in my case as USSR) how to do unto the Germans as they would have done unto you. This is the really fun part. In this the all important factor is speed and you will quickly come to understand the issues and problems with unit speed in this game when on the offensive. Five things stood out for me as important to understand in conducting combined arms invasions. Firstly the use ctrl+Rclick to order armored divisions to attack a series of provinces without stopping. This way you can attempt to surround and capture enemy infantry divisions by the truck load. Otherwise your tanks will stop for a day before they can roll onto the next province and the enemy will escape and you end up fighting a gruesome meter by meter war of attrition. Secondly you will probably hit issues with Transport Capacity (TC). If you exceed your available TC your units will slow down and will take longer to reorganize - I restarted and played over because I did not realize this and wanted to reconfigure my army better. Basically this means you should not build too many tanks and motorized divisions as they hammer TC. Thirdly you will come to value Mountain divisions as they are *much* faster in hill and mountain terrain whereas tanks/Mot Inf are practically useless in mountains. Fourthly having CAS and Tac squadrons supported by fighters gives your attacks a lot more punch. Fifthly, you need to understand the practicalities of managing occupied territory, dealing with partizans and the trade-offs between annexing and puppeting etc, i.e. the political stuff.
To give you an idea of the sort of thing you need to do in planning everything from 1936, I settled on the following target build for my forces by spring 1942-ish for my last attempt:
300 Inf divs
50 Mtn
18 Armour corps as: 1*Arm(IV, T-34's basically) + 2*MotInf + 2*SP-Art attachments
16 Ftr + 16 CAS + 8 Tac+escort
With this I was able to stop Barbarossa in '41, surround and capture about 60 German divs around Warsaw in '42 when my T-34's arrived, and in summer '43 10 armour divs broke through around Berlin and rolled all the way round to Insbruck whilst another four cut up through Yugoslavia and Italy to meet them in about two weeks (the Ctrl+ Rclick attacks etc). Result was the capture of about 100 German divs surrounded in Bavaria after a month's worth of mopping up operations and for Germany the game was over. I enjoyed that and it made all the work learning how to do it worthwhile.
My next game will be Germany. With the experience as USSR I think it will be a lot of fun, but I will have to get my head round navies/amphibious operations/U-boat strategy etc etc.
