Europa Universalis 4 video tutorials take you through the basics
As good as Europa Universalis IV is, if you're new to Paradox's information dense strategy games, you may be put off by the continued bombardment of stats and figures. And there's little more demoralising for a nation's army than being forced to wait around while there leader learns who they're supposed to be attacking. Understanding the benefit of patiently explaining their game, Paradox have released a series of video tutorials meant to get you up to speed.
You'll not be taught the more advanced tactics, but if you're a complete beginner - or have yet to delve into deep strategic waters - they should give you an idea of how to get started.