As someone else said, it’s a complicated game. Well worth it, but with a steep learning curve. These suggestions are for if you are playing with all of the dlcs. Check the wiki if you aren’t playing with all of them.
Rule 1. Slow down. The game covers almost 400 years. Take your time. First 100 years you are just trying to grow enough to get past the existential threats. The keys here are get a strong ally in the neighborhood. Don’t run your manpower down to nothing. Stay current on military tech. You don’t need to be first, but you don’t want to fall behind your neighbors.
Rule 2. Maintain a positive cash flow. Debt will destroy you. Mothball forts. Reduce army maintenance until 3 months before you go to war. Mothball transport ships. If you need to borrow, there is a merchant estate privilege that lets you take 5 loans at very cheap interest. This is for extreme situations, don’t squander this resource. Build trade (see Rule 3). When you fight wars in the early game, taking gold (max gold at 25 warscore) and pillaging the enemy capital is more useful than taking a lot of provinces. If you are fighting multiple enemies, peace out the allies first, one by one to maximize gold and other benefits. Peace out the enemy war leader last. Hire advisors as you can afford them. I frequently hire a level 1 military advisor and nothing else for decades, until my cash flow improves.
Rule 3. Long term, trade is where the money is. Trade is complex, but here it is, somewhat simplified. Look at the trade map. Trade flows from trade node to trade node. The arrows show the direction of flow (like water). You collect trade money in your home node. You want to dominate your home node so that you collect most of the money that flows into it. Trade power comes from controlling provinces in the trade area, special provinces called centers of trade, trade bonuses from diplo technology, and trade bonuses from ideas, trade bonuses from policies, light ships assigned to protect trade in the node.
In addition to your home node, you want to send merchants to nodes that are upstream( flow into your home node) and you want to assign them to transfer trade. The idea is to gradually build a network of upstream trade nodes where you have stationed merchants to transfer trade forward . . . And to dominate them.
Rule 4. Pick an easy nation to start. Every nation is different (part of the fun of this game). Some are big enough that the existential threat is low in the early game. I like Ottomans. France is fun, but its early game is a handful for a new player. England is good, just don’t get embroiled in a war with France over Maine until you have more experience. Castle is also a possibility. I’d stick to Europe until you get your arms around the basic game. Don’t worry about making an existential mistake. If you do, just restart. Some mistakes are the best teaching tool you can have. In my first few games, I generally started over after about 40 years as my disastrous early decisions came home to roost.
Rule 5. Read the Wiki. Reread the Wiki. Read the Wiki article on the country you are playing. Reread the strategy section near the end. Don’t try to read it front to back, but as you try to learn mechanics, read the article. Also a forum topic called quick questions, quick answers is a great source of random information. Start on the last (most current) page and work backwards when you have a few minutes to kill.
Rule 6. Come to the forum for help. Folks here are generous with advice. Some advice is better than others. But, ask questions.
Rule 7. Don’t get discouraged or overwhelmed. this game has lots of moving parts and feedback loops. It generally takes 500 to 1000 hours to get a handle on the main ones. Don’t try to master everything at once. Figure out the rudiments of war, trade and technology. Then expand your mastery from there. I’ve played several thousand hours and still discover things regularly. The upside of that is that the game is still fresh and challenging.
Good gaming.