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EU4 is designed to penalize rapid expansion, so you might find it frustrating to try and take over the world - you will get "overextension" penalties until you "core" a province and make it part of your empire. The more provinces you conquer at once, the worse you'll get revolts, and the more provinces you own, the slower it is to integrate new conquests into your territory. Colonization doesn't run into these problems, though.
Your religion and culture won't matter that much - you do get penalties for not accepting cultures and religions in the game, but you can convert both (using missionaries for religion and administrative monarch power for culture).
Also i think changing chulture takes diplomatic points not admin points (admin point can be used for coring though)