I am not going to write a thorough review of this game since it has been covered very well several places here and on the internet. What I am going to cover a little is my own experience with the game.
In 2010 I got a copy of Europa Universalis III. I installed it and ran it for the first time. It was hard! I didnt understand anything. At that time I didnt had any clue about Lets play videos on YouTube. So the game was placed in my shelf and forgotten. Fast forward to 2015 and I was in search of a good strategy game. I tried many and also played a lot of FPS games. At fall 2015 there was a sale on Steam and I got Europa Universalis 4 for a good price with several DLC`s. But many werent a part of the deal so I bought these. Little did I know at that time that this was a good investment. So I ran the game but still didnt understand anything. I was stuck at the tutorial and didnt understand the mechanics. But this time I was more considerate and did my research. I read EU4Wiki and several unofficial guides on internet. Then it was trial and error.
My first game was with Norway (yes, I know I should start with Castille, Portugal or the Ottomans). With Norway it was game over pretty soon. But in the meantime I learnt a lot. My first real game was with the Sioux and I got the time needed to learn game mechanics. But also here it was game over when the first european country showed up. The game I had huge success with was when I played Jaunpur. But I got a coalition against me. Why? Because I went viral and neighbouring countries were threatened. An so the story goes.
I have about 256 hours clocked and about 60 of these were trial and error. When I found about mods the game became even prettier. With baroque music and Stellaris UI font mod it the ingame text was readable. In this time I became familiar with Paradox Interactive and I have bought Hearts of iron 4, Victoria 2, Crusader kings 2, Stellaris and Cities: Skylines. I highly recommend all these games. Especially EU4 and CK2 are mindblowing.
What also happend was that I learnt a great deal about history. The difference between the hordes, muslim states and european powers was good to know about. Since we already know how it ended in the period between 1444 and 1821, we can try to change the course of history. EU4 gives you that opportunity.
I give it 10/10. Its rewarding to not give up but keep trying till you understand basic mechanics.