Either it didn’t teach you anything at all, or it taught you the most irrelevant parts of the game.
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You gotta just start with an easy country. The CK2 community used to call Ireland “Tutorial Island” since it was low key and a good place to learn the mechanics, same with Spain in EU, or Belgium in Vicky.
About what Hearts of Iron? I tried that game once (3 or 4, don’t remember) and basically gave up when the tutorial ended and I still had no idea how to do anything.