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Crusader Kings 2. In HOI3 you learn frontage as soon as you realise that when you disengage units the remainder fight the battle more effectively. In EU4 you quickly try assigning your trade fleet to different nodes and find out which gives you the best deal.

CK2 is to me a slow process of random events that are influenced by the player's input only decades after any conscious thought about them, all the while a massive network of rules and highly important and decisive modifiers far beyond the possibility of quick tracking on hundreds of characters can individually flush massive amounts of work down the drain.

As posted above, in most Paradox games you achieve incredible things even without gaming the system or having a full idea what you are doing. In CK2 it feels like I need to aim for optimisation just to stop my realm falling apart.
 
I'm suprised that so many people thinks CK2 is so hard: if you keep your vassals happy, create dejure duchies, do not press claims everywhere or conquer bits and pieces randomly, do not change religion all the time and keep a semblant of order there should be no problems with managing your realm. The recently conquered modifier is not really a problem either: just wait on it to disapear and you will have a normal province. ;) I learned the game very fast, but I guess it really depends on what kind of person you are and your playstyle.
 
I'm suprised that so many people thinks CK2 is so hard: if you keep your vassals happy, create dejure duchies, do not press claims everywhere or conquer bits and pieces randomly, do not change religion all the time and keep a semblant of order there should be no problems with managing your realm. The recently conquered modifier is not really a problem either: just wait on it to disapear and you will have a normal province. ;) I learned the game very fast, but I guess it really depends on what kind of person you are and your playstyle.

I think mindset has a lot to do with it. Once you wrap your head around CK2 being more RPG-like and driven by personality rather than strategy, CK2 opens itself up to you. It's when you try to play it like any other PDS or strategy title that things go awry.
 
I've more or less mastered every single Paradox game (Victoria 2 a bit less, but it is getting there); but I've smashed my face against the HoI series for years, now, and I still can't find my way out of it.
 
I think mindset has a lot to do with it. Once you wrap your head around CK2 being more RPG-like and driven by personality rather than strategy, CK2 opens itself up to you. It's when you try to play it like any other PDS or strategy title that things go awry.

True, but it also depends on how you play the other paradox games too, an EU4 vassal-feeder, truce time complainer or a Vicky 2 player that is constantly over his infamy limit would definetly not play well with CK2 either. Strategy can mean a lot of different things.
 
From my experience:

Victoria 2 was the first Paradox game I ever played and I found the learning curve steep. It took me quite a while to really "know" what I was doing, some of the mechanics are quite opaque. After all this time I feel like I am STILL learning how to play this one. The economy and the way factories fit in to it can be very fragile and that there are other countries that can tank your economy takes a while to get used to.

Hearts of Iron 3 was the second one I got in to and also has quite a bit of a steep learning curve but this one smooths out much faster. There is a lot to learn: proper command structure, supply, all the little intricacies of diplomacy and espionage etc. There is also the fact that most minor nations in vanilla are quite weak and underpowered, so a new player is almost better off diving right in to a Germany game. Once all the pieces fit together though you realize that this game is not really all that complicated, it just takes some time.

Crusader Kings 2 is a fantastic game that (yet again) has a fairly steep initial learning curve. In this case it is more about learning the medieval succession mechanics. You can make a bad marriage and lose it all, or make a great marriage and gain half of Europe...you might lose it to a revolt (or 5) however. This game is more about playing a FAMILY, not a STATE and this takes some getting used to. You cannot be too attached to your titles, you may lose them. Overall this was not a highly complicated game to learn, it just takes a little patience. I think CK2 has the highest re playability factor, SO MANY things can happen, especially if you start at the earliest start dates.

Europa Universalis 4 is complicated to talk about. I enjoy this game to a certain point but I have always felt it had its shortcomings. I could never really get in to EU3, disliking the sliders and that you only got money once a year. With EU4 though I feel like even the devs don't know what kind of game they're making. Are they making a game of conquest, diplomacy, exploration? As time goes on it seems like they REALLY don't want people waging war, there are several new specifically anti-war mechanics, with more being introduced with subsequent patches since the game came out. Core game mechanics have swung wildly from being non-intrusive to INYOURBLOODYFACE back to kinda non-intrusive again. I enjoy this game for the most part but more than any of the previous games I have very little feeling that I actually CARE about this nation I am leading. I just zoom out, watch my borders get bigger and eventually start over again with a different country.
 
I feel like there is a serious toss up between Victoria 2 and Hearts of Iron 3 on this one among others and myself.

I feel like a hit a wall very early with Hearts of Iron 3, but that was before I spent any time looking around on the forums and what not. As soon as I messed around with a beginner's guide and maybe a video tutorial and once I got rolling played tons and tons of campaigns and now I probably know it better than any of the other games. Victoria 2, I stumbled through a few campaigns, but im only now reaching a point where I really understand some of the things going on, but still haven't committed a lot of the best stuff to memory yet, so I still feel like I'm guessing on certain aspects (especially with ideal pop promotion/demotion stuff and immigration.) but I'm getting closer to achieving the results I want consistently.

So yeah, really tough call. It's possible though that I was more scared of HoI initially, I seem to remember putting it down for awhile, but now it feels more transparent than something like Victoria II.
 
In order from hardest to easiest:

Hearts of Iron 3 > Victoria 2 > Crusader Kings 2 > Europa Universalis 4.

I'm mostly putting Hearts of Iron first because it's both complex and unlike the other games. Vicky is quite complex too, but you'll have a much easier time of it if you've played CK or EU, and vice versa. EU is the easiest game, in my opinion, though the developers have been trying to change that with subsequent patches. IMHO, these changes have only made the game less fun. It's still pretty easy, it now just involves a lot of fast-forwarding through arbitrary enforced cool-downs.

Europa Universalis 4 is complicated to talk about. I enjoy this game to a certain point but I have always felt it had its shortcomings. I could never really get in to EU3, disliking the sliders and that you only got money once a year. With EU4 though I feel like even the devs don't know what kind of game they're making. Are they making a game of conquest, diplomacy, exploration? As time goes on it seems like they REALLY don't want people waging war, there are several new specifically anti-war mechanics, with more being introduced with subsequent patches since the game came out. Core game mechanics have swung wildly from being non-intrusive to INYOURBLOODYFACE back to kinda non-intrusive again. I enjoy this game for the most part but more than any of the previous games I have very little feeling that I actually CARE about this nation I am leading. I just zoom out, watch my borders get bigger and eventually start over again with a different country.

Very well observed.
 
Sorry, but Hearts of Iron 3. When moving to other grand-strategy games made by Paradox Development Studio from CK2, I can with ease say that HOI 3 is the most complex paradox game I have yet played, heck the most complicated game I have ever played.
 
whenever i play a paradox game i always dont know what to do(except eu 4) so i play something easy and i read?watch guides and when i think i know the game i put a really dificult challenge(ck2=star in arabia as greek/orthodox and create the arabian empire) and play untill i fail or win(if fail try AGAIN) the only time that didnt go well was with HOI3no matter where or when i started i always was confused and didnt know what to do so HOI3
 
Seconding the HoI sentiment, I agree starting small and observing while slowly learning the game with less pressure is great. Also I only figured out HoI 3, which i bought when it came out, within the past month because of how discouraged I was


One thing that can help is, if you're struggling too much, using console commands simply so that you dont get frustrated while you learn the mechanics, then slowly challange yourself and ween off as you isolate concepts by not having to spread what you need to do so thin.
 
People looking to get into Hearts Of Iron, might want to check the tutorial in my signature. It is somewhat dated, because of the things the last expansion changed, but the basics of the game are still there.
I do still answer questions in that AAR on the rare occasion one pops up.

edited to add: You can also find it in the stickies (major thread links)
 
Getting into them, yes. Mastering, not so much.