Just get used to needing to play a stronger nation at the start than you'd expect, and expect the game to bog down after 150-200 years (remember Vicky2 at release, where you could only play 50 years before rebellions shut down the game?

The game is hard, as always, but with good planning you can outsmart the other nations

I always thought the AI in EU3 were a little soft and weren't as aggressive as in EU2.

Generally, pick powerful countries when you're new to the game, and weaker ones as you improve