The Holy Roman Empire will teach you an almost overwhelming lesson in PAIN! Through playing them on Early and on one of the higher difficulty rating, you will become a master of dealing with unruly provinces, a natural at putting down and preventing civil wars, a military genius capable of fighting multifront wars with not only fewer troops than each enemy, but most likely less well equipped as well as far less well trained men in your armies. You will learn how to play without almost any remnant of care of the fact that you are excommunicated throughout 99% of the game and that if given the chance, the Pope would take a swing at you.

If you can not only win, but dominate the game as the HRE on expert/Early, then you need to get a new game. Not because you play too much, but because once you manage that, there is no longer any challenge that this game will ever again be able to provide you.