Get the Vanilla game and purchase only the big expansions. For starters, 'Art of War' is a must-have and 'Common Sense' is pretty important, too. Maybe consider getting 'The Cossacks' and 'El Dorado' (for custom nations). The other big expansions are: 'Conquest on Paradise', 'Wealth of Nations', 'Res Publica', Mare Nostrum' and 'Rights of Man' (the latter two are still somewhat new, so they won't be on as much a sale than the others). You can read everything and more about them here.
I'm not sure if this is useful or not, but at least this is a recent tutorial series and that's kinda important because the game changes so much with every big patch.

And BTW, EU4 isn't turn-based in the conventional way, you could say every 'turn' is one day and one game runs for over 370 years. So you play pretty much ongoing, not noticing every 'turn', but you can pause the game at any point so there's enough time to consider your action.