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But the best way to learn imo is trial and error. That's how I personally learned all their games as I don't have the patience for tutorials especially video tutorials.
CK3 is a better starting point. Or Stellaris maybe.
CK3 is the most accessible introduction into Paradox games by far.
Paradox games are very good at the "easy to start, hard to master" -thing. The in-depth knowledge comes afterwards.