Civ 5 is so incredibly vast, how could I ever hope to master every aspect of the game. It's just crazy!
Prozac venting, that's all.
Practice makes perfect.
To be honest we all started there. Having a vague idea of what to research etc... But as you play you start to know everything by heart, what every tech gives and where it is on the tree. Same for policies. At this point strategies make even more sense to you and it starts to snowball.
And the good news is that once you "master" this game, jumping on the next one is easy.
If this game is hard to comprehend, then NEVER play Paradox Interactive games (Europa Universalis 4/Crusader Kings 2/Hearts of Iron series/etc), or you will never be able to understand them.
1600 hours in, and I'm still learning new stuff. Like how you can sell the buildings in cities that you're razing to get more gold. Or how only ocean tiles that are 3 or fewer tiles from land will display hex yields (makes navigation easier). Or how right-clicking on a World Congress resolution's up/down arrow will commit all of your delegates to that resolution (no more clicking 20 times!).
Haha. I've only played Hearts of Iron 2 (and it's variants) and 3. Know what you mean though, especially about HOI3. They've a new one due early next year, I hope it brings the fun back. HOI3 was a big disappointment, slow, micromanaged, confusing, with a seriously gimped political / diplomatic / economic side. The only thing it improved on was graphics (irrelevant) and smaller tiles, which made more realistic encirclements possible with armoured units. They never topped the final development of HOI 2, Arsenal of Democracy , in my opinion. The random and scriped events, with actual choices to make and free political slider moves, felt really historic. Saw the demo vid of HOI4, unfortunately the events system seems to take more after HOI 3 than 2 from what i can see though.
-Tutorial/Warlord if you really never played the game and have no idea how it plays, Prince if you have at least 1 game behind you and just "know" how to play (mechanicaly).
-Pangea and continents will probably teach you the most. The AI is crap on water map.
-Just pick good civs like Babylon, Poland, Arabia, Korea.
-Try your hand at all of them. You need to understand how all of them work. Mastering science output is important for all victories though.
-Play Tall it's easier, try to make 3 to 4 cities for now. Make 3 if you're uncomfortable pushing a fourth (due to happiness). Once you feel you can manage go for a fourth as often as possible.