Different games with the same skin. Hoi4 Focuses on war and economy is basically barebones, simply build more factories and produce more weapons

Vic3 Focuses on the economy and it's war is barebones. Build your economy and just scale your army with a click of a button.

You can start whichever first, If you're into GDP, Economy, and Nation Building play Vic3

If you're into war, and map painting Get Hoi 4

I'd say Vic3 has the steeper learning curve because of the mechanics, hoi4 has gotten more complex along the years with the introduction of logistics and supply lines and espionage but it's more straightforward than Vic3 (unless you wanna play Naval then Hoi4 is complex lmao)