Europa Universalis IV

- Trade is obtuse, but the basic idea is to use merchants to forward trade from upstream to your capitol node (or some other node you are collecting trade in). Each node in the upstream chain gets a multiplier for forwarded trade, so having a lot of trade power in a series of linked nodes, and forwarding it all means you invent money out of thin air, and it adds up. The default setup for most countries works well enough, so until you want to play with it, you can just leave it like that and forget about it entirely.

- Setting a rival makes it cheaper to demand stuff from them in peace deals, makes your spies (f.inst. diplomats fabricating claims) harder to detect, and will earn you an "Enemy of Enemy" relation bonus with their other rivals (+1/month up to +20). They will of course hate you for it.

- The "Better relations over time" advisor not only make improving relations faster, it importantly also makes negative penalties that decay, decay that much faster (such as "aggressive expansion" from grabbing a lot of provinces quickly). On the topic of AE: Be careful with it. It stacks up quick and can take a long time to go away again.

- Admin power is probably the most valuable of the three types, since it is used to unlock idea groups and increase stability.

- When choosing idea groups, be aware that you need more points to unlock the sub-ideas. Try to pick a category where you will have points to spare. It is, generally, a poor choice to pick a Military group as your first pick, since you gain much more by just straight up teching up military a few times early.

- France is bullshit (or easy-mode if you play as them). They get big armies, their traditions make those better and they have insanely good leaders. By the middle of the game, they can take on the rest of Europe and stand a decent chance at winning. Turning off "Lucky Nations" takes their (and a few other powerhouses, like Austrias) I-Win button away, but they remain a challenge.

- The Ottomans is a good starting nation for a first game. They have a decent army (but are held somewhat in check by a few of their neighbours), interesting events and some options about which direction to expand in.

- If you want achievements, you have to play in Ironman mode, but be aware that the almost constant autosaving that enables can get really annoying later in the game.

- Other than that, pay attention to the tooltips. A lot of info about mechanics is hidden in those.