If you do watch those videos, it would be more beneficial if you watched a game that uses the same version of the game you own (including the expansions), since the expansions add new features, and sometimes they modify some mechanics of the vanilla game. I haven't watched a whole lot of them, but I enjoyed shenryyr's and Arumba's videos, both for the entertainment they provided and for the knowledge you can gain by listening to their thought process while they are playing.
Make sure the game timer is set to a low speed (2 or 3), so that you have enough time to react whenever something happens. So your first game(s) should serve to that purpose: learning the mechanics. Keep in mind that in order to build a winning strategy, you need to be familiar with the most important game mechanics. It can help if you start with one of the "best" nations (France, Castille, Portugal, Austria or Ottomans). Try different things, watch what the other nations do, especially your neighbors. Start a new game without any specific performance expectations.
Here are the best advices I can personally give you: Beginner's Tips However, there are steps you can take to help you learn, and eventually master, this game. And you'd end up more confused anyway by the amount of information you'd get. You have to realize that we can't possibly provide you with a single strategy that would help you win this game, because it depends on too many factors to list them here. I was in the same situation as you currently are a year or so ago, so I do get why you would feel lost in the numerous options you have in front of you when playing EU4.
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