I think the basics of this game are not so much complicated (although the more advanced topics can be!) as they are different from what we are used to in other games.
The most important thing to understand is that Vicky is not a war game, unlike majority of games where you play a country. If you don't think things through, you can very easily find that your gloriously victorious war actually set your country back.
From my still limited understanding of the game, economy is king. That's what I'd advise learning first. If you get this part of the game right, you can afford to make mistakes in other parts and your wealth will compensate for it. Neglecting your economy, though, is a sure way to fall behind other nations even if you managed to conduct a brilliant war, have prestige through the roof, etc.
The economy is not particularly complicated. Railroads are always good. A lot of your farmers and labourers are bad, as they work on a poor type of resource, or on areas with poor productivity (the number next to resource in province info screen). Factories are good in so far as they allow you to put low-profitability farmers to more profitable work, but can be bad if you sacrifice high-profitability farmers/labourers for them.
In Revolutions, you likely will not be able to build your own factories(unless your party in power has State Capitalism or Planned Economy), but will rely on capitalist pops to build them for you. Making a capitalist is expensive (first make a clerk, then turn him into a capitalist), so you want to do this where it counts, in a state with many farmers/labourers working in poor operations. This is because any craftsman or clerk in a state can work in any factory in that state, and you will be able to turn all of those poor farmers into craftsmen/clerks and put them to work in factories your capitalist will build. Also try to make a reasonably-sized capitalist (but not if you are a tiny country, or you will have trouble supplying him, if he is like 10% of your population!). This is because every pop gets money proportional to its size (and other things), so a bigger/more capitalist unit(s) will have more money to invest.
Your pops get their income from your country's total export revenue (they each get a share, which depends on their type and size). From this income they pay you taxes and purchase goods to satisfy their needs. Any money a capitalist pop has left over after satisfying ALL of his needs, he will save and eventually invest in things like building a factory, or a railroad.
That's pretty much it in a nutshell. Here's how I put it to work in my games step-by-step:
1. Set trade s.t. I sell things I produce and don't import anything unless I need it. Do not export any stockpiles I start with - doing so will drop the price, since I'd be offering a lot of the good on the market; plus, I'll probably use those stockpiles at some point.
2. Ensure I have a balanced budget with a healthy surplus. Sacrifice defense, raise taxes to 50%, raise tariffs. Never sacrifice education or crime-fighting.
3. Take stock of my resource gathering operations - farms, mines, lumberjack camps, etc. Note the per-pop profits they are making and establish the more and less profitable ones. If I have factories already, check the per-pop profits the factories are making. This should give me an idea which pops it would be profitable to turn into factory workers. If I don't already have factories, play it by ear. In Europe, grain and fruit will tend to be rather unprofitable RGOs.
4. Find states with large numbers of low-profitability farmers and labourers and make a capitalist there.
5. Drop your rich taxes as low as you can. Consider dropping tariffs. The first will let your capitalist keep more money and the second will make it cheaper for him to satisfy his needs with imports, leaving more cash in his pocket to invest.
6. Open your capitalist pop screen and watch his money. If he is saving after satisfying his needs, all is well and you will soon get factories and railroads. If not, you really do need to lower rich taxes and tariffs...
7. When a factory is built, convert pops to craftsmen and clerks (you need 3 craftsmen pops and 2 clerks, which you can get by either converting multiple pops or by converting large pops and then splitting them) to work in that factory. They are now hopefully making more profit than they used to in their old jobs.
8. Repeat 7 until there are no more low-profit pops in the state. Do this in all your states with sizeable populations working low-profit activities.