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There is a built in tutorial ... it was not very good to begin with but now it's also outta date.
There is however a pretty dedicated community which provides guides and tutorials to help you get along, unfortunately the best video series to that end is also out of date ... but a lot of the information provided is still useful. There are also a lot people around here which can help if you have questions.
IMHO if you are dead set on buying it I highly suggest waiting for a Steam sale first and only buying the base game to cut down on cost / risk as well as limiting the number of things you have to learn at once (or better yet try it out on a free weekend). Then at a later date if you like the game you can consider getting the DLC's ... again on sale.
Once you know all the things you're supposed to look at and why, they become second nature very quickly. This tutorial series helped me immensely and may help you. https://www.youtube.com/watch?v=q_uCwrt-LkA
Yeah, it's seven episodes long but a lot of that is the creator being very clear about what things do. You could watch it while you wait for a sale. And once you understand, you'll want to play even more. This game is awesome. It just looks really intimidating.
It is complicated, but not in a good/interesting way. There are layers upon layers of inscrutable mechanics. Systems that make no sense. Arbitrary modifiers and buffs, and none of it is explained in any detail apart from deep in old forgotten forum posts.
All the fanboi's going on about how 'simple' it is, really have no clue what's actually going on under the hood.
The only reason its even playable is because the AI is so dumb, that even not having a clue how 99% of the game actually works, you'll still just walk all over it.
Don't expect to be able to just pick it up and know the ins and outs within an hour or so because that won't happen, it'll take you time to learn but compared to the other Paradox Grand Strategy games you'll pick it up fairly quick. It's well worth the time investment though, the game is really fun once you get the hang of it.
Other questions should be findable online, for example a spy got captured and I had no idea how to start the mission to rescue him, the mission was all greyed out. The heavily advertised ingame Wiki did not give a clue (that Wiki is unfinished).
As it turned out my "spare" spy (if only one spy you out of luck) had to be assigned to the capturing nation and start an intel network there. In a few days ?20? the mission to rescue that jailed spy appeared in that nation next to my spy's list of other actions. I was able to get my captured spy out of there.
If starting out as Germany, it seems daunting with lots of units however the Spanish Civil War allows you to send 2 divisions and an airwing hence one can experiment with how to set-up and execute battle plans and rebase airwings. Moreover from what I gather, if you play a kinder, gentler Hitler, you should not have to face an international conglomerate of nations while learning with all out war with unless you start it first.
False. I've learned Stellaris, CK and even EU4 fairly quickly.
EU4 did require me to find outside help outside the (tutorial), but one long form video was enough to get going.
HOI4 has a terrible tutorial, barely has even 1% of the information needed to play the game, and you could watch guides and replay for literally dozens of hours and still have NO idea what's going on.
Look at how many similar comments are there here about this.
EU4 is far simpler than current HOI4.