For the ones on offer here, I think EU:Rome is probably the most straightforward.
It also has a more modern UI, so that will also make it easier.
That said, EU:Rome almost completely consists of moving your armies & invading or defending against it. The character system is minimal, especially compared to the Crusader Kings series, so don't expect very much interaction there. Diplomacy, trade, etc is likewise not very deep. I always found myself wanting more depth to EU:Rome after a short time playing it. Maybe we'll eventually get a more extensive sequel someday, but it's the most basic of the bunch IMO. It may be the easiest to get into, but at some point you'll find yourself looking to the others for more substance.
After that, it's a matter of whether you want to wrestle with the older, more difficult UIs. I would just skip EU3, if I were you, because EU4 is better in numerous ways without having a steeper learning curve.
Likewise with CK2, perhaps. Although the original CK encompasses less facets, and may be generally easier to learn, it's UI may be frustrating (as with all the other earlier EU1/2 engined titles). The CK series is wonderful because it's so different, being a grand strategy game based as much on family dynasty as geographical administration & conquest. For that same reason, some people have a very difficult time figuring out how to go about doing things, initially, without watching some video tutorials (more so than other Pdox games listed here). In other words, there is often confusion about how what seems to be two separate facets of the game (family & land) interact with each other, or how to best go about doing it. Once it clicks, though, it seems pretty straightforward (and often full of dastardliness of course!).
I wouldn't recommend the EU2-engined titles, early on, simply due to the old UI. But when you eventually want to play an EU game which has far more country-specific historical events than EU4, and therefore more historical flavor, you probably want to go straight to For The Glory since it was the final EU2 "kitchen sink" version that included a bunch of mod extras & fixes. But biting the bullet and jumping straight into EU4 is probably the best first option for the EU series (because it's the best in nearly every category).
Although I've attempted to play the Victoria series, I've always faltered after short starts and went back to the other Pdox games. While I think the period is fascinating, both Vicky 1 & 2 had their oddities. I don't think I'd go back to trying Vicky 1 these days, but it's been so long that I shouldn't say anything about it. Vicky 2 always seemed rather dull & on cruise control for long stretches, although some of the Diplomatic stuff can be interesting once they finally happen. It reportedly improved some with the expansions, notably HoD, but I've still not spent a lot of time with it.
Post edited April 16, 2016 by nefariouscole