Short version:
Spend the first 50-100 years A) consolidating your base of alliances and territory, and B) building your economy to stabilize your income.
Longer version:
1) Pick a large/strong country to start. If you're learning the ropes, you want to be able to achieve things from your first day.
2) Find at least one strong, nearby ally with mutual rivals that you're comfortable locking onto for at least 100 years. If they share a border, okay, but even better if you both sandwich a rival between you and can therefore expand towards each other. Great Powers are ideal so long as they aren't maritime-based, which excludes England in particular, usually Aragon (due to being split into multiple pieces), and I would also say Denmark and Sweden. (They have a hard time getting their armies over to yours during times of need.) If I were to pick only one ally in the EU to open a campaign, it would almost certainly be from this list: France, Castile, Austria, Bohemia, Burgundy, Hungary, Ottomans, and maybe Muscovy or Mamluks but they're a bit far away. If you're in a precarious situation, a second strong ally is a good idea, including lower-tier non-GPs like Savoy, Papal States, and Brittainy.
3) Also related to allies, keep your relations high with them and call them into as many nearby wars as you can. If you can get allies with whom a royal marriage is possible, that's ideal. Whatever land is between you both that you're warring to obtain, make sure you initiate the wars so you can control who gets the spoils, and make sure you can eventually re-initiate the next war when the truce timer is up. Unless you have enough favors to instantly build up Trust again (10 favors per 5 Trust), be careful about separate peace deals, which can break the alliance. Also use the "Promise Land" mechanic in the early game before you have favors in order to entice them into wars with mutual rivals.
4) One of the biggest impediments to learning the game is not having any money, which restricts your ability to do much and just isn't a lot of fun. For a first idea group by someone learning the ropes, therefore, I would recommend Economic (ADM), Trade (DIP), or Defensive (MIL), all of which will either earn or save you a lot of money. (Though for Portugal and Castile, due to their proximity to colonial lands in the early game, Exploration is a viable first idea that will help your economy.)
5) Be modest with your advisors - stick with the +1 variety until you have plenty of money to spare, and fire advisors if you can't easily sustain the expenses. There are a lot of events offering half-price +2 and +3 advisors, which are great if you have the resources, but don't fall into the trap of buying what you can't afford to sustain.
6) Never go over 100% "Overextension" from a peace deal, because it provokes a lot of terrible rebel-related problems. Try to keep that number low in general when you're fragile.
7) If you get into a war that you expect to be long and brutal, go to the "Income" screen and use the "War Tax" power. It's 50 MIL points for 20% off all military expenses, which is huge.
8) When cannons become available, get a few of them but don't go overboard with them, they are expensive. Even one cannon in a sieging army gets a substantial +1 bonus, so at least one per army is a great place to start.
9) If you get too many MIL/DIP/ADM points, good dumps are usually Stability (especially if you're 0 or lower) or Inflation Reduction (ADM), or more generally Development of your capital or land hovering close to a 10 or 20 (to enable an extra building slot).
10) If you can find a dead/inactive nation that has been conquered (or which has never emerged) but has a lot of cores, take one or two of its territories in a peace deal, go to your diplomacy page, and release the nation as a vassal. This will give you the ability to wage "Reconquest" wars that cost very little to take the cores and which generate very little Aggressive Expansion.
11) The "Humiliate Rival" peace deal option is a great way to get AMD/DIP/MIL points and you should try to use it when possible. It's a lot easier in the early game (before great powers become truly tough and build alliances), and it helps you build up momentum.
12) If you have any small nations between you and neighbors, conquer them ASAP before anyone else can. Deny your neighbors expansion opportunities. If small nations are isolated and don't pose a threat (and won't get gobbled up by anyone else), just leave them for later if you can.
13) Check your home Trade Nodes, States, and cultural/religious land, and prioritize expanding into them when possible. Muscovy should take as much Orthodox land as possible before going into Sunni land, for example.
14 Related to your expansion, be careful about using your fragile, impoverished early years to expand into land that is not your religion or which has core cost penalties - this can slow down your growth in a big way. As Castile or Portugal, for example, don't fall into the trap of trying to claim more than a couple territories in North Africa - much better to use warscore to Humiliate a rival or claim something unique like a Center of Trade.
I could go on but the base advice is to consolidate your base and income. From there you can learn the game and then get more creative.
