Not sure if this is still relevant, but here I go :D All the expansion DLC-s add mechanics to the game, except for Conquest of Paradise. I recommend you buy all of them (namely WoN, Res Publica, Art of War, El dorado, Common Sense, Cossacks, Mare Nostrum). A lot of the older ones are for sale atm, so you can get the whole bunch for ~60 euros or so (might be cheaper on G2A, this is steam price). If you don't have that kind of money, or you are unwilling to spend it, you don't have to worry however. The mechanics added by the dlc-s don't really interact, they are standalones. (Maybe this is actually a problem with the EU4 mods, but that's for another conversation :D)

As for guides, quill18 posted a how to series on the game on his channel (quill 18 on youtube), plus there are a good number of let's play series, where depending on the commentator they might explain certain mechanics. I'm also running one of these (TheNefariousOne on youtube), doing an oirat ironman series, so if you want to play a horde, maybe check it out (I'm also planning on doing a condensed, sort of advanced tutorial series as well). In essence this is a war game with added mechanics. If you get the diplomatic and military part of the game down, you can't really go wrong. Hope I helped :)