It's a fantastic game, if you take the time to learn it. Of all the core Paradox games (Europa Universalis, Victoria, Hearts of Iron, and Crusader Kings), EU3 is probably the easiest one to learn. There's a lot going on, but like mbrown3 said, a lot of the small nuances can be put on the backburner until you learn the basics. My advice is to go through part of a Let's Play on YouTube... most of them are pretty good with teaching the basics of the game and the strategies you can use while playing as different nations.