don't treat the game like civ at all, my advice is if you play eu3 vanilla at first, pick a civ like say, japan, they might have to westernize and even unite eachother in DW's expansion pack; but they aren't usualy under heavy threat. Other civs that don't have a lot of neighbors are good picks for beginners despite their challanges. Next decide what you want to do, unlike civ, you don't win eu3, you just play it. eu3 wiki has a lot of the concepts of the game covered in detail if you need help and they have nation guides as well. above all just remember this, like in civ 4, youre probably used to being able to do everything, in eu3, managing becomes a much bigger challenge, and you can't just drop colonies and missionaries without feeling the financial burden, or go on conqouring sprees without pissing other or your own people off.