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If you are having problems with financing construction, you need to get to interventioalism or LF law, and also have best tax law for your situation (check tax law tooltips). If your radicals are low, don't hesitate to crank taxes to maximum also. And use all your authority for consumption taxes on luxury goods - it is free money.
Buildings have different construction costs, and employ different numbers of people, but the two things you probably aren't doing as a new player that could help you are these: overbuild logging and fishing and ports, and don't immediately upgrade the green Production Methods. Micro-ing your production methods is going to be important if your main goal is to get rid of peasants; if you've replaced 1000 laborers with a choo-choo train those folks are going right back into dirt farming.
The alternative is to reduce the free arable land by building farms/ranches/plantations.
Since available arable land = Total arable land - # of farms/ranches/plantations.
Though you may want to keep a small amount of arable land free in states you want to industrialize so that you have peasants to draw from to fill new factories. Instead of those pops sitting unemployed or moving away to other places that have jobs.