Zoidberg: Interesting... although I couldn't get my had around EU4 and CK2... my brain must be too small... :P
But Paradox on GOG is kewl!
For CK2, start small.
I selected a small independent county in northern Ireland (a.k.a. "tutorial island") in 1066. I had a widower count (but still in age of finding a wife and getting a few more kids), a brother who ploted to kill my son (but otherwise loyal, and he was the only competent spymaster I had), an old castle with 2 vassals (one city and one abbey), a few neighbors to play with, arrange matrimonial alliance, plot against, and a country completely fractured, with the possibilities to create duchies and kingdom as medium-term goals. All this on an Island without any big player, and far enough from everyone else to avoid unwanted attention from foreign enemies (especially with Britain locked in a 100 years civil war between Saxon and Normand lords after William's conquest).
And I had no idea what to do, apart from "let's roleplay my feudal redneck lord, take things as they happen, try stuff, and see what happens"
300 years and 13 generations later, the dynasty ruled over a unified Ireland and Scotland, had cousins on the thrones of France and England, hundreds of parents everywhere from Spain to Armenia, and was one of the hidden powers in Europe, although they had a tradition of internal backstabbing. Good times :)