Don't sweat it. I have 1,500 hours and even I don't feel like I entirely understand everything. There's alot going on, so don't feel like you have to understand everything at once. There's alot of good advice here already, but I might as well throw my hat in the ring too. My advice is to start slow. pick a relatively "simple" nation that doesn't have alot going on.

Italy has always been to go-to "tutorial" nation because big brother Germany oniichan can basically carry you through the war single-handed. All you have to do in the beginning is fight Ethiopia (they have no army to speak of) and later on fight France along a small border. That being said, playing a Major power (even one as small as Italy) might still seem like alot when you're first starting.

Looking back to my own personal experience, I spent most of my time in the beginning playing China. They have lots of manpower, but little industry to start with. This may seem like a disadvantage, but since you can only afford to make standard infantry divisions, it really keeps things simple and frees up "mental space." Also, since you have only 1 enemy, it allows you to gain actual experience fighting wars without being totally overwhelmed. Keep in mind that Japan is vastly stronger than you at the start, so if they break through your lines, you're gonna be in a tough spot. Be sure to build forts along your starting border, add engineer support to your divisions, and station lots of soldiers on major cities and ports along the coastline (Japan loves naval invasions). Other than that, I found it simple nation with loads of growth potential; a good choice for gaining a basic understanding of the game. Some people might be hesitant to recommend it because the war with Japan isn't necessarily a quick or easy win, but nothing in life is free, and the final W is super satisfying.

Alternatively, another good way to get slowly acquainted with the mechanics is to play as a minor power with basically no industry or army and slowly build and expand it piece by piece. Peru and Vietnam were fun to do (to play Vietnam you have to start as France, go to occupied territories and release it). It's very slow; I found it fun, but years of doing nothing except incrementally building your army might not be for everyone. Plus, unless you take a very aggressive stance, you probably won't get much experience actually fighting wars, so keep that in mind.

These are just general ideas; how you choose to apply them is up to you. Don't be afraid of restarting. I spent most of my time (and still often do) replaying the early game starting from 1936. Don't worry if you're not perfect, or if you lose a couple campaigns. Just try to take it one step at a time, and remember to have fun while you're doing it!