My first game was a Grand Campaign with Russia in EU1. It was wonderful to learn by making mistakes. In the first 50 years I have conquered the Volga with "millions" of men dying in unuseful assaults (didn't know that sieges can be better sometimes).
My friends were Denmark and Bohemia.
Frequent wars with Sweden in the north, Poland in the east and Persia in the south, each one with its alliances. I don't like to lose, so I got some provinces every peace negotiation.
Two important things helped me to change the game forever.
1) Diplo-annexed Denmark. They had found some provinces in Northern Canada. My foothold for America colonization was established (then started investing in Naval Technology. Nonetheless, Denmark had vassalized Norway before. So all Sweden was rounded by my nation. What to do? War and annex.
2) Conquest of some Persian provinces in the Levant as peace negotiation. I didn't wish to have muslims in my nation, but those provinces were so rich that I started loving them. It help me get lots of money and started using merchants more seriously.
It took a long time since I got my first Consquistador to go eastward into Siberia. Meanwhile Portugal was nice to share his maps and then I found some colonies here and there, in every part of the world.
After I diplo-annexed Bohemia, all Europe declared war on me. I kept annexing those small countires each war. Allied with Netherlads as soon as they got free. They conquered French provinces while I was annexing all Poland and Germany.
Then I knew that good relations prevent wars. I allied Austria (I didn't dare to beat them), and got friend of England and France.
After Spain went bankrupt in the late 1600's, I started conquering all her rich colonies in America. Did the same with Portugal. Then I found many colonies in the Southeast Asia and India.
What to do with a gigantic budget and manpower? Conquer the world!
A nearly 100-year war with the Ottomans made half of Eurasia Russia fall to rebels, but I managed it and got the richest provinves from the Turks.
Also annexed Persia and Mysore. I recruited all my soldier there and lauched a campaign to China. "Millions" died in the way (attrition in Vietnam), but I got it in the mid 1700's.
The game ended in 1795 (EU1). If it was EU2, I should say I could conquer the rest of the world, but as a realistic person I say that if it was EU2 I couldn't do the same, due to the features it has.
After that I had to format my PC and lost everything. There are only good memores.