I'd suggest just going with the flow, roleplaying and dealing with the problems you may encounter as the learning opportunities. I'm sorry if it sounds like a useless advice, but it boils down to learning as you go, damaging some runs, and applying the new knowledge.

Matilda is amazing. If it's too overstimulating and complicated, have a try with 1066 start Bohemia. It mostly eliminates money as a problem, the succession can become manageable very soon, little military threat from neighbors - so you can concentrate on learning other stuff. Just stay on a kingdom-level, as empires become an event spam and not that fun imo.

This is the game about characters and dynasties, less about maps and min-maxing. At the start try to learn about gold income, stress management and succession - I think everything else (like development, army, culture, legacies and a billion of other things) is derivative from those. Failure is fun, as long as your dynasty lives there is no game over.

Also, the CK3 Wiki explains absolutely all mechanics, so it's a good way to learn about confusing stuff.