My first paradox game was CK3, which I really enjoy. Victoria 3 has been pretty overwhelming but I'm sort of starting to get it. The UI has been difficult to understand. For instance I would like to see who all these "radicals" are but that seems difficult or impossible to drill into. Or how do I know if all my pops needs are being met. The tutorial basically walks you through two concepts and then says go for it (maybe it kicks in later but I played for another 20 minutes and 5 years in game without any further prompts). I found it really frustrating that suddenly gold fields appeared in a state, which got me out of a jam budget wise but how do I build gold mines there to further capitalize on them? And then sometime later they randomly decreased in size. I'm not really sure what I ought to be doing with diplomacy (I'm playing as Hudson Bay Company). Basically the only friendly options I have are improve relations.

All that being said, CK3 was also overwhelming. And after a while the various systems started to click into place and its very fun. Victoria 3 (seems to) have a lot more complex systems though so we'll see.