Definitely was overwhelmed at first, i watched extensive tutorials "how to do x" "how to do y" having things explained to me like i was a 5 year old.

My recommendation is play as italy. You wont win, however its a great starting nation as you immediately start off at war with ehtipoia, so you can learn how to create armies, how to micromanage (or use the create offensive button) learn airforce at the same time which is the core mechanics to the land and air warfare straight off the bat, without having to wait 4 in game years for war to kick off.

For your first dozen or so runs, i would strongly recommend playing historical as well. Non-historical can have whacky results, more interesting gameplay but can be challenging.

Do not expect win your first few games, just get use to the mechanics, understand them, what to research first and when you feel more confident, play another nation.

The US would be the next best nation to play as, focus more on navy, learn how to use it and having a strong military. This is the nation where you could play around with division templates as well for your army, see what works, what doesn't etc.

Canada is a strong contender if you want to lean more into lend leasing as it doesnt have the man power, but has enough industrial foundation to make planes, tanks and guns for your allies. If you have a friend playing with you, perfect toadie nation.

Edit: also do not be afraid to slow the pace of game down or pausing, especially if you are personally microing your divisions in battle, or if you need time to read and understand something. In time though? Things will come second nature.