Time and patience
This game has interesting strategy and tactics involved, however the interface is to get used to. You will need a bit of google and wiki searches to get to understand all options. Some options are well hidden. Saving is crucial so to avoid unpleasant events through out the game. The AI does some irrational moves and dont excpect too much of his help in case you are allied.
You can play with any nation, however I suggest you start somewhere in western Europe.
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Europa Universalis III Chron, v1.0.2