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Just start playing and making mistakes. I have over 40+ hours(which is really nothing) and I just now understand ~90% of the game. If you don't know what something is or does, just check the victoria 2 official forums or the victoria 2 wiki. The beautiful thing about Victoria 2 is that each country can teach you so much about the game:
-USA is a good intro because you really can't lose, you are very modern, have huge pop late game and your industry is automated.
-Britain is great for learning how to colonize, manage a large navy and deal with uprisings in your colonies.
-Prussia is great for learning both warfare and diplomacy.(really tough but really fun if you manage to form greater Germany)
-Sardinia-piedmont/two sicilies is great for the same reasons above and forming Italy. (A bit more difficult than Prussia IMO).
-Japan is great learning how to modernize(not too fast or you will face unemployment and uprisings. Not too slow or you will be left in the dust).
After you play and achieve your learning goals of the above countries, you can play any country you want.
Quick tips to end:
1.Warfare:
-Army composition is VERY important. I try to have 8 guards(if you have low population, else regulars), 6 cannons, 2 cav and 2 engineers as a standard base.
-Keeping up in tech is also very important.
-Mobilize troops only as a last resort. No point in totally annihilating the enemy when you have no: farmers in the field, workers in the factories and people to tax after the war.
2.Tech/Colonization
-Tech prioritization is as follows: romanticism(great for prestige and staying/becoming great power), philosophy tree, aesthetics tree, market structure(if playing country that needs influence;prussia, etc), ideological though(more national foci). Biologism by 1850. This is where the road splits. If you are a country in constant war, go for army techs at this point. If you are peaceful, definitely beeline for colonization techs: medicine, nationalism&imperialism, machine guns. I usually get some industry techs somewhere in between if my cash flow is feeling low.
3.Sliders:
-Tax the poor as much as you want. I've had no problems always leaving it at 100%.
-Middle class goes insane while industrializing, so I like to keep taxes low(~30%)
-I seldom tax the rich because in a liberal government, they make factories and railroads.
-Max education slider if your income allows it. Reduce it if facing money problems, but never keep it there!
-Reduce national stockpile below 50% when not at war. Bring it back to 100% during or before war.
-Never reduce military slider below 55%. Raise to max when money allows.
-Administration slider can be left at 65%. Tech and bureaucrats increase it to 100%.
-Never go below -10% or over 10% on tariffs. Negative% tariffs make goods easier to import for people making them happier but costs you money. Positive% tariffs makes it harder to import, but gives you money. Find a balance for you and what your country needs.
4.Government/General stuff:
-IMO going for more freedom and having a liberal government is best. A country's lifeblood is money. You can't do anything without it. In particular, laisez-faire gives a huge boost to your economy.
-Try not to go into debt ever! That interest is going to make it a lot harder to get out of debt. Repay all debts asap.
-If Jacobin rebels get too out of hand, pass a political reform or two. An increase in "voting franchise" usually calms them down for a decade or two.
-**At the start of any game, always check what decisions your country has and try to get them asap. Usually they give big bonuses.
-Always spend diplomacy points! never let it stay at 9.0. If you have no particular goal, try to get all great power relations to over 50. They can't justify war against you without a cassus beli. I try to keep it over 75 just to be safe.
-If you are a great power, always try to sphere nations(one or two at a time). Sphering Egypt and colombia is always good to make both canals.
-Do not sphere China until you have a large industry with lots of industry efficiency tech. China's artisans produce so much that they will collapse any growing economy.
-Always send 'expeditions' and explore Egypt's valley of kings when these events pop up. Free prestige!
-Pre colonization(1870) I spend national focus to first getting all provinces to 2% clergymen. This greatly increases literacy and research points at the same time. Next, I focus on getting bureaucrats up to ~1.0%. An easy way to keep track of this is through the population tab. In AHD, you can set national foci on that tab.
That's pretty much all I can think of off the top of my head for now. I hope I didn't miss too much.
edit: check out http://www.paradoxian.org/vicky2wiki/Main_Page . It is a great resource for learning on your free time or a useful reference while playing the game. Some pages are outdated, so check the version at the top right.
TL;DR Just play the game and you will learn. It is SO rewarding after learning so much about the game. I believe this game is hands-down the best Paradox Interactive game ever! Once you learn this game, it's hard to go back to the other titles.
This will really help me get started, I already know the concept of the game since I have about 120h logged on Europa Universalis but I never got into Victoria II nor Hearts of Iron III, again, thanks!
Btw thanks for all the replies! :)
"I am always doing that which I can not do, in order that I may learn how to do it."
--Pablo Picasso
http://www.paradoxian.org/vicky2wiki/Main_Page
http://forum.paradoxplaza.com/forum/showthread.php?491137-Manual
Another good source of helpful information is the strategy guide that has been posted on the official website:
http://forum.paradoxplaza.com/forum/showthread.php?491140-Strategy-Guide
There is also a Tech Guide that gives additional information concerning the technologies that you can research in the game:
http://forum.paradoxplaza.com/forum/showthread.php?491126-Techguide
Good luck and happy reading!!!
I am quite industrialized now so I wait for the Prussian-French war of 1970 to try to profite of the European mess and form Romania.
One of my favorite PI game with CKII.
Also thanks for the help above :)