I'll never forget the day my free Native American kingdom kicked the French completely off of our continent over a diplomatic insult. While playing as Native Americans in vanilla Europa Universalis IV was an exercise in patience (and in eventually getting your land stolen), Conquest of Paradise has completely revamped the gameplay for its expanded roster of playable tribes. The pacing has been improved, giving you incremental goals to work toward, without opening up the unrealistic possibility that you might have guns already when the Europeans show up.
As the nomadic Sioux, I migrated from province to province across the Great Plains, before finally settling my capital against the defensible Rocky Mountains and expanding out as a true native empire to rival the Aztecs. Knowing when to settle down is an important strategic choice, allowing you to choose where the center of your power will lie. Along the way, I progressed down a new, Native-specific idea tree, granting bonuses that helped me form a continent-spanning Tribal Federation to counteract European aggression.
The gameplay for European colonizers has been improved as well, most notably in the option to randomly generate the terrain and tribal placement of the Americas. The system will sometimes generate bizarre, nonsensical culture maps or coastlines that stand out next to the historical continents as being clearly made up by a computer, but it is damn impressive nonetheless, and adds a genuine sense of wonder and discovery to each campaign.
As part of the free patch that Paradox released with the expansion, European colonies that grow large enough in the New World will become their own Colonial Nations, vastly improving the experience if you want to play as, say, revolutionary America or Brazil. Colonial nations will appear whether you own the expansion or not, but you will need it to play as them.
Paradise, unfortunately, is also home to its share of bugs, including an one that turned my Ironman save into a non-Ironman save. It's not Paradox's buggiest expansion release, but it's far from its cleanest. As a whole, though, EU4 is a better game for its presence. And it was a pretty incredible game to begin with.