Technically EU2 isn't that complex. Its possible to go several years without doing anything although there are key points that are not obvious to begin with like:
-Sending merchants is pretty much pointless.
-Try and always maximise research.
-Raising war taxes or hiring mercenaries should be a last resort.
-Loans are evil
-Concentrate solely on infrastructure and military research even if you are a naval power
-Use the religion sliders
-Stability doesn't matter that much. If its a choice between losing innovation or stability, choose stability.
-Just because the AI has armies of 60k doesn't mean that you should
-Sieges win wars, not battles.
-Care about province attrition. If the province can only support 10k troops then don't place more troops in the province unless you have to.
-Let the AI overload a province with armies well over the support limit and watch them gradually die. Especially applicable when playing in northern Europe in the winter months.
-Playing in Russia has additional rules where you should try to start sieges when the snow disappears and have small reinforcement armies ready to maintain sieges if they last into winter.
-Navies are primarily for transport and then blockading and then speeding up sieges.
-Keep an eye on the bad boy rating.
-Try not to declare war without a casus belli especially if you are going to be annexing a one province minor nation.
-Get familiar with the different information screens
-Feel free to reduce military spending and naval spending to 50% when not at war to save money.
-Crushing victories can be gained if you have leaders, your army is in favourable terrain or you outnumber the enemy.
-There are historical events in the game that need to be taken into account. For instance if you want to maintain Aragon independence then don't accept the marriage with Isabelle.