That is a great question. I have been playing since HOI2, so right there - that is a huge leg up. For HOI 4 (because of my extensive prior HOI experience) it was mostly trial and error and a then the WIKI when you have the basics down.
I am a huge fan of EnterElysium, so you are on the right track. I have some tips; (1) do not get hung up in the language of the focus trees (the political stuff) because I think they are purposely worded horribly except for the ones involving tech. Most of the time you can only figure out what they do after you click them. So do a SAVE, click one, then see if it trashes everything. (2) play Germany and do what they did historically (Sudentenland, Czech, Hungary, Spanish civil war, Poland, France, then by that time, you figured out enough to go crazy). That way you will learn the mechanics without having to figure out what you are supposed to do. When you get good, man, you can do whatever the heck you want. (3) Russia is very overpowered, so maybe try them after you try Germany. There is no stress with Russia, with Germany - well, you know how that goes. (4) When playing as Germany and Russia, do not mess with any Naval stuff - wait until you get good. (5) do not play USA, they are so isolated you will learn nothing.
Trust me, this not a Gary Grigsby or TOAW game were you need to live on the forums and YouTube. The GUI is outstanding. Jump in and feel the genius of this awesome game. In many ways, I put this up there with the god of all wargame series, Decisive Campaign even though HOI is RTS and not turn based. Yeah, it's that good.
The Steam forum is very helpful and very fast - just ignore the punks.