They don't exactly make it clear what you "should" be doing at any given point though, my experience of all Paradox games is that they have a perfunctory tutorial which seems to cover little more than "here's a country, click things to view them, move armies by doing this, good luck" which then drops you into trying to work out which of the six billion barely explained options will do what you want to do. I won't even fault them for that, there's clearly a huge audience of people who really enjoy it, but I prefer my games not to require watching 20 hours of YouTube videos and reading a wiki to understand how they work.