I got EU4 from a humble sale a couple of months ago and I've been playing the crap out of it. Got a few hundred hours into it so far and I kept restarting every couple of hours because I'd learn something new and totally game changing, or I'd get destroyed, but I've got the basics of it now I think.
First big game I stuck it out in I was Castile, and ended up forming Spain and had a decent South American and African empire. That one spiraled out of control when I declared a theocracy and gave the Pope the finger. My allies all bailed and eventually declared war over it. Lesson learned!
Next up was a game as England where I basically conquered all the trading hotspots around the world and I didn't figure out I wasn't on Ironman until about 2 weeks in...so I just played it out til the end to see what I could learn just with random savescumming. Basically ended up with North America, Africa and the Far East. Oddly, England didn't take India and Australia...oh well!
Now for the current game I decided to redo England this time with Ironman for sure turned on. So far I'm beating up France with my allies Portugal and for some reason...Spain. After beating up France, my heir suddenly dies, followed by my king, and since I'm royal married to Spain and France has claims on English territory on the continent, they fight it out and I end up under Spain...
"Guns aren't toys. They're for family protection, hunting dangerous or delicious animals, and keeping the King of England out of your face."
-- Krusty the Clown, "The Simpsons"