The thing with CK2 is that you don't need to win or even succeed to have fun. Just choose a start and let the stories flow.
To learn the game's mechanics, start somewhere small, say in Ireland, and see how long you can survive, and whether you can grow at all; maybe set a goal of unifying Ireland as one of your "big," multi-generational goals. Understanding the baseline mechanics and slowly growing your demesne will help you figure out how to play larger kingdoms more easily. But truly, the story of how it all falls apart is what makes CK2 so great.
And see for me, while I adore reading about what other people have done in CK2 (especially when it is well written), I could just never get into it myself. I don't think I have the patience any more for grand strategy.