mlees - but that’s the fun! 
I’m playing my fourth game now and each time I’ve learnt how to do or not do things better. Part of it is finally understanding how the mechanics work (“so THAT’S how you inherit a claim through marriage!”), part is understanding what is best to do when.
For example, it’s only really becoming clear to me how to focus the activities of my rulers depending on high or low scores in their stats; I am probably going to be constrained in my efforts with some monarchs, like if they have an incredibly high intrigue but low diplomacy I can protect myself or turn others against each other, but I’m going to struggle to make anyone really like me. Under such a ruler I’m going to have to have to try and keep things together and wait for a new ruler. When you have a ruler with a high stewardship but everything else is a bit crap then that’s the time to start throwing money into investment, because what else are you going to do? High martial? WAR!
And so on. Don’t be discouraged, see it as the start of what is going to be a very exciting journey. I’m surprised how easy it is to get into, considering how dense and complex the game is.