gameon: Well found. It's hard to get into, but maybe one day i will be able to go in depth with a tutorial and lets plays. It's ridiculous.
PandaLiang: Maybe try Europa Universalis 3 first? It was the first game they used that engine, and I think it should be less complex comparing to Vicky 2 and HOI 3.
(However, still expect a lot of reading before your first game, and even so, your first game will still only be a trial game)
This wiki (also has a link for Vicky 2)
http://www.paradoxian.org/eu3wiki/Main_Page and their official forum are always your best friends.
Thanks. I actually got the game around summer this year, so it's been quite a while of not actually playing it, lol. But people who do know how to play it, say it's a good game.