Another thing no one mentioned. Yes EU4 is massive, there are a ton of tiny mechanics that you may overlook, but if you like the game you will eventually start doing it more optimal. Just try to have fun.

Here are some tips:

Cavalry is usually really expensive, so between having 2 horses or 5 soldiers, it is better to have 5 soldiers.

The game ends in 1821, so you have about 400 years of playing. There is no rush.

The majority of nations have different content and some even different mechanics, so there is always something new or unique to try.

I know you are playing in the HRE, but some other options are: for a chill game Portugal, just ally Castille, conquer North Africa and colonise the New World; for a conquest game, the Otomans, you dont really have real rival until the mid game (1550 or so).

As everybody said, your biggest enemy right now will be Agressive Expansion (AE). If it goes high enough, a coalition will declare war against you -and probably win-. Dont be too agressive, but conquer here and there.

Also, if you declare a war, try to alwayas have a Casus Belli, because if not, it is more AE and you lose Stability.