A family tree would be nice for a start. I mean for chrissakes this was the era of the Sforza, the Gonzaga, the d'Este, the d'Orsini, the Colonna, the de'Medici, the de Luxembourg, the Habsbourg, the Trastámara, the Valois, the Bourbon, the Hohenstaufen, the Hohenzollern, the d'Aragon, the Tudor, the Stuart, the d'Orange, the Vasa, the Oldenburg, and a hundred other major houses which I neglect to mention for the sake of brevity. This was a period in which the Habsburgs inherited half of Europe and then subsequently divided in half, a period when Portugal and Aragón were inherited into the Spanish holdings (and subsequently caused rebellions which nearly destroyed the monarchy), a period when Sweden and Denmark fought endlessly over hereditary and territorial rights, when England, Scotland, and Wales were legally united under one crown. If you study the history of Europe in this period (at least until maaaybe the 18th century) it really shouldn't be a story of state versus state, but rather a story of enormous dynastic family versus enormous dynastic family. What we got in EU3 was a mechanic which a) gave your state more legitimacy, and b) gave you a small chance of inheriting a country, but which you couldn't really actively follow and which was entirely backended. Royal marriages are entirely frivolous in this game, when in history the marrying off of the only daughter of Lorenzo de'Medici to the second son of France was a major diplomatic coup for the House de'Medici. The only information dynastically you got in EU3 was who the king was, what his house was, and who his heir was (not even a mention of how he was related to your king). This goes double for families, and papal elections in general. For Italy especially, getting a pope of your family elected into the see (or even getting a son into the Curia) was a major geopolitical focus. Again it's a virtual nonentity in EU3. Papal influence is an abstracted and underplayed aspect of this game (which hamstrings most players heavily because it requires keeping a vital slider further into the "narrowminded" region; meaning it generally isn't worth the benefits it provides), when historically the election of Julius III in the middle of the 16th century was of prime focus to the kings of France and Spain.
The game also doesn't really portray the role of "lesser" (nonroyal) families and their impact on the sweep of history. The closest it comes is by starting France off splintered among smaller vassals. This kind of works, but it underplays the strength of a lot of these higher nobles relative to the French king, and the influence they could play on foreign policy. EU3 effectively has no way of representing the importance of the House de Guise on 16th century French history, as one example. And this is leaving aside entirely how poorly it could represent, for example the role of the Darcys in the Pilgrimage of Grace, or the rise and fall of Northumberland, and Somerset during the regency of Edward VI or Leicester under Elizabeth I.