Trying to get into Victoria II .. classic I have no idea what I'm doing in a Paradox game moment.
Victoria series was never a game I got into initially when they came out, but I did put serious hours into learning it a while back. The EU and HoI series has always been my staple paradox games, I've been playing both since their first games.
First things first, wrap your head around its population (called pops) system. It is the most fundamental thing to understand, it is the pillar of the game.
By understanding it you will also in effect begin to understand the economy and military of the game by also understanding the pop demands.
Unlike their other games for example when it comes to military, there is no hard land force or manpower limit, it all comes from your population, particularly those that are soldiers. If not a lot of people are pursuing the soldier career in your country then you are going to have a weak military. Also when you call in all your reserves, your economy suffers, because some will convert from say, craftsmen to soldiers to add to your existing soldier population.
When you actually go to war and fight battles, those soldiers you lose stay dead, so big losses can have huge impact on the recovery of your economy post-war because they are dead and can't return to their former jobs, soldiers that were that as a career might not change careers to something else post-war, etc.
Also play the U.S as your first game (or any free market capitalist country like the U.S). The game is really much more complex when you play socialist/communist because you have the responsibility as the state of managing and owning production such as factories.
In a capitalist one like the U.S, your capitalists will take care of building factories, infrastructure, etc, but you can also subsidise them and fund them if you want to, or you can pass policies later that give you more intervention, or transform to socialism/communism.
With the U.S you have to deal with integrating Texas into the union, dealing with Mexico (you get these as decisions too), and also the eventual civil war unless you can manage to avert it.
Also let the AI manage trade itself, turning it off and manually doing it hinder your ability to learn and play the game and why I think it's turned on by default, in the past when I tried to get into it I'd try manage it myself and it never turned out well.
I'd actually like to see the Victoria 2 pops system in EU in some form, maybe something for EU 5, I think it could work well, and also Stellaris because I think Stellaris' is a bit too basic.