I found EU4 way harder to learn then CK2
Maybe it's harder if you got into it late. I learnt EU4 before any of the expansions came out, so I got to know all the core mechanics before any new content. CK2 I found hard because it's so punishing for someone who isn't quite clear on the mechanics, even if you play as the Emperor in the default start date. Once you get on a role in EU4, it's very hard for you to be put down unless you do it on purpose. In CK2, you can be seemingly blobbing out of control, but if one thing goes wrong it can all fall apart. Which I mean is fun if you're roleplaying but it can happen very fast and very unexpectedly for a new player.
My first largely successful run in CK2 was an 867 start, Asturias --> Leon --> Hispania. Owned all of Iberia, all North Africa, most of Lower Egypt, the Southern Holy Land (modern day Israel and Jordan, Byzantium had modern day Lebanon and Syria), and a smattering of holdings (mostly individual baronies but some counties) across the rest of Europe tied in marriage almost constantly to a resurgent Byzantium. Tens of thousands of ducats, and levies in the hundreds of thousands.
In ~1300 during the middle of the umpteenth Jihad to take back Jerusalem, Byzantium implodes for reasons I don't remember. I have to dump my ducats into mercenaries, then my Emperor is assassinated, causing my constitute Viceroys to become very unhappy (for those that are unaware, those are king level titles that revert back to their liege when they die). Now as a newbie, I was unaware that stacking viceroyalties creates immense dissatisfaction among your vassals, so when my Emperor died, I lost someone whose modifiers could handle this and a revolt very quickly happened. Empire becomes insta gibbed, armies in the Holy Land implode, while rebels rip out every kingdom from my empire except AndalucÃa and Portugal (even lost my 'ancestral" kingdom in Leon). Now I found this very entertaining and realistic, which is something EU lacks, but this doesn't happen in EU4. Both games are punishing for newbies, but EU4 insulates you a tiny bit.