Europa Universalis 3 is typically considered as "Baby's first Paradox game" so that's probably the best start. Every aspect about it is simplified in respect to Paradox developed games, it's the oldest of the current generation and in my opinion the most refined of their games without mods so you'll be able to find plenty of material online to guide you in every aspect. Really though the only thing you need to learn Paradox games in time. Once you learn them you realize (With the exception of HoI3) they're really not all that complex and pretty much every aspect in clearly presented with function and execution.
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