You have to remember the scale of EU2. Basically you are running a country through war and peace over 400 years.
Use diplomacy alot to reach your goals instead of military might. Every nation has a "badboy" rating that will influence it alot. If you go to the diplo screen and chech out your own nation you will see a text under the flag that says something like "we have a slightly tarnished reputation" or "we have a bad reputation". That is your badboy rating, everytime you do something bad, like start a war without casus belli, or annex another nation, your badboy value rises. If that value is high enough, every country in the world will hate you, and everyone will want to see you destroyed. If this seems a bit unrealistic or so, think USSR in the cold war, for a good example of a nation with a high badboy value
Your armies will die to attrition alot. And frankly, attrition was the big killer in those days. Most soldiers died of starvation or disease rather than enemy action. Click on one of your armies. You will see in the army info box a tiny deaths head, it will be either gray or green or red. Hover the mouse over that deaths head, and you will see the current effects of attrition on that army. Normally, an army that is just camped in one of your own provinces wont suffer any attrition at all. But there are some provinces that cannot support any army at all. One of the worst examples is present day St Petersburg. I have seen soviet armies of over 40 000 men die in that province during a few winther months. When you are laying siege to another provice, keep a watchful eye on that attrition meter, because if you dont, you will start loosing tens of thousands of men during one siege. Rule of thumb is never besiege an enemy province during winter...and never ever ever do that in Russia.
My suggestion is start with a smaller country and learn the game that way. Try Sweden
England is a huge nation, but England has huge problems too. Start with a small nation, learn how to take care of your armies, learn to take care of your fleets (attrition there too...the first time you try to sail to the Americas you are going to lose ~50% of the fleet). Learn how to improve your economy and how to manage the merchants. Promote bailiffs to tax collectors etc etc. I'll be happy to give you some advice if you want. I have been playing EU for more than two years, and it is truly a magnificent game. It takes a while to get into it though.
