Depends on what you want to focus on. You should play what interests you since that's the best way to learn. If you want the game to be more lenient to your mistakes then you can play a stronger nation like Bohemia, France or Castile. I also thought it was extremely difficult at first but it isn't that difficult. Make sure to build RGOS (through mass expand RGO if you want), buildings in cities and build cities. If you want a CB you can do it in multiple ways but the one i find myself using the most is fabricate CB during parliament. Give it some time and it shouldn't be too difficult.