It is a complex game, that's for sure, but an amazing one if you have the patience to learn it. The learning curve is steep.
Originally Posted by mizzu
I'd recommend watching these video tutorials. They may help, even if you don't have For The Motherland. Also, reading Rensslaer's Strategy Guide helps a lot in getting your bearings.
If you want to try things out, I'd recommend starting with Australia. You have a relatively safe starting position, but you are close enough to Japan to get involved into some fighting. You'll also have to deal with air and naval operations, so you'll get the hang of it all.
I got CK2 at the weekend (£5 on green man gaming!) and I like it a lot, haven't had any trouble comprehending what's going on. HOI3 is like chess: I've had it for a while now and I keep telling myself that one weekend I'll sit down and really get to grips with it, but it remains as intractable as ever.