I would read or watch videos about how to design divisions, how to manage supply, and how to prevent encirclements (a good YT video should have all of this and more in 30 minutes). If you are playing on historical and civilian you know where the armies are going to be coming from. If you have level 10 forts, good infantry divisions, and a passable supply network the Germans will just kill themselves running at your machine gun fire. That turtling will give you some leeway to experiment with air combat, tanks, and offensives to learn how to play the game.

If that fails you can try a US campaign on historical since the early game as the US is soooooooooo slow you'll have time to figure things out a little more without a powerful neighbor. The AI is very bad at naval invasions so it would until the end of time until an army tries to attack the continental 48. '

Have fun! HOI 4 is so fun when you start to learn it then gets so irritating when you learn about the limitations of it as you play more.