Hearts of Iron IV

• Adding artillery to infantry divisions gives them a lot of punch for the cost. Even a support artillery group is good for offence.
• Wait with unpausing for the first time and get an overview of what you have, set up armies etc.
• Look through the tooltips of the National Focus tree. Many of them kinda give you a few roadmaps for directions you could go in.
• The big players normally benefit from building up for the first few years. Almost all start with some handicap that is worth trying to overcome. F.inst Britain can't use motorized.
• Play with Historical Decisions on for the first game. It means the AI is a bit more predictable, rather than WW2 breaking out because Romania invaded Italy or some random factor.
• You should not try to research everything. Prioritize stuff you need for whatever plans you have. Better to be good at a few things than average at everything.