Get CKII. It is confusing at first, but once everything clicks, you'll love it. You can play it as a grand strategy game where you try to build a massive empire, or you can play it as a roguelike where you put yourself into the worst situations and see how you can survive. It also has some of the best dynamic story telling in games. Usurpers, traitors, heretics, bastards, rival kings, scheming courtiers... this game is filled with a lot of unique characters that kind of develop their own story as you play.
Let me tell you the story of the first long campaign I played. I started off as King of Scotland. My main conquest was trying to fight over this one, small piece of land, which I lost before my character died. My grandson took over, and eventually conquered Ireland. I wanted England as well, and my legitimized bastard uncle (the bastard son of my first character), somehow had a claim on the kingdom of England. I launched a war to get England for my uncle. It was brutally tough, and I thought I might lose. The King of England died somehow, and his son took over. However, his son was even more aggressive. I tried to fight to a standstill, but eventually their king died in battle and their armies crumbled. My bastard uncle was declared king of England. Years later, he declares war on me to claim my territory. I defeated him, and became EMPEROR OF BRITANNIA.
This was just the first few decades. I didn't even mention later adventures such as holding Jerusalem, having my dynasty almost wiped out from a plague, having my heir imprisoned in Norway for years, having a character who reigned for three days before he died, assassinating my wife who fled after I cheated on her, watching Russia completely fall to the Mongols, dodging civil wars almost constantly from powerful vassals and scheming siblings.
If it gets too hard, I highly suggest you CHEAT. There are a lot of cheats in this game, which are good for figuring out how certain systems work or to just give you some breathing room.
Also there is a Game of Thrones mod that lets you play scenarios such as Aegon's Conquest, Robert's Rebellion, War of the Five Kings etc. YES THIS IS SECRETLY THE BEST GAME OF THRONES GAME.