I’m kind of unusual with this. I found CK2 really easy to pick up, and Vic 2 not much harder, but to this day I don’t get how Stellaris works, and that’s supposed to be an easy paradox game…
Funny, considering that CK2 and Vic 2 don't really have any good in-game tutorials, just walls of text to teach you the game (mostly why I couldn't get into hoi3 when I tried to, though that may also be from the general complexity of that game)
I can definitely play Stellaris, but I don't think I can win Stellaris. It's a pattern for me with long-running strategy games that have definite win conditions - I can often play competently enough to comfortably avoid defeat well into a game, but when it comes down to sealing the deal in the endgame, there's some crucial mistake I made or aspect I've neglected that leaves me in an unwinnable position.
It's part of why I never really got into Civilization. More recently it happened to me when I tried playing Terra Invicta, when it turned out I had needed to seriously scale up my combat capabilities far, far earlier than I had been.
Ironically I think it's made games like EU and CK easier for me to pick up. Simply surviving counts as a success state, so it doesn't actively punish the player as much for playing suboptimally (at least past the point of absolute basic competency), which lets me get a feel for the mechanics and strategies at my own pace.