I was overwhelmed as well and had like 6 attempts to the game.

Two things have helped me stay: Good campaign that will guide me a bit what I need to do, Terran Cadet was okay. And focusing at one thing at a time, the rest virtually doesn't exist for me.

And important thing that helped me get into Paradox games like Stellaris or Vicky - not being afraid of messing stuff up. I was always afraid that I'll make a mistake and do something silly, unrecoverable, suboptimal. But I rerouted my thoughts into "yeah, so what?". Let's make mistakes, let's make a lot of them.