I started with Belgium and everything went fine til Russia, Prussia and France all decided to invade me....but that is a different question....
First of all, lower the money you spend on military and put education to the positive range (so it increases even slowly), secondly the tariffs should be in the 33-49% ratio for every class, as if they grow higher, the class would evolve into a lower one, then set your import tariffs almost to the maximum.
After this, you have to find out as fast as you can what does you nation produce that can be sold.
I found that Cement, Iron, timber,coal, Paper and fabric are very good choices from the beginning. You usually dont want to sell weaponry, because you are arming your neighbours, and because it requires a long chain of production (i.e a lot of expensive factories) to be produced.
Then after you know what do you want to produce and sell, get your hands on the raw materials you need for the factory. BTW, dont build your factories in uninhabited regions as ther wont be anyone to actually work there.
Dont try to produce fish/grain, as it is VERY cheap and you might as well use those workers in something more productive.
Tip: ally with UK ASAP, they will protect you at the beginning, if you can ally with Prussia, Russia and France as well as they are all superpowers, and that is always good. Try not to get involved in conflicts, and invest some money in development (in the begining you might need to lower it a little).
DONTS
dont start as the UK. Its hell.Its too enormous and too complex to run.
dont start as Russia. Same reasons.
dont build up an army til you get a good constant flux of money IN your treasury (+200 or so).
Convert pops in what you need at the moment, soldiers, labourers, clerics and craftsmen can be converted with no probs, clerks, and the others are more expensive to train so be careful.
Its a great game, but it is hard, you are right, it took me almost a month to get used to it.
Ah, BTW, Sweden is also a quite good nation to start with, its VERY quiet, and gives you a good opportunity to get used to the mechanics.
Enjoy.
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