In Crusader Kings 2 you don't play as a country, but as a dynasty. You start with a ruler of your choice and then by means of diplomacy, intrigue and (to a lesser degree) warfare you strengthen your royal house and, hopefully, keep your line alive through the next few centuries.
Unlike HoI and EU, Crusader Kings 2 focuses strongly on the "people" and political aspects of running a medieval dynasty; that is, you arrange marriages, initiate plots, shuffle around titles, breed and raise off-springs, create schemes and fight schemes, assassinate other rulers or even your own family members, join crusades, fabricate claims to have thinly veiled reason to invade another province without the Kaiser or the Pope getting on your case, maintain public opinion, deal with religious politics, research technologies, maintain inner peace by preventing revolts, etc.
The game is filled with hundreds of NPCs at any point, all doing their own thing, having their individual ambitions and unique combinations of traits (there are dozens of different character traits, making every character unique and determining how he or she behaves). They do this independently of you, so you'll see wars going on that don't even concern you. You may well find your wife cheating on you and when she gets pregnant from another man, attempt to assassinate you (and your children too). (Or maybe your old wife died and the new one wants to dispose of your elder children so that hers can inherit.) If you imprison her, which you may do, her family may not be all that fond of you, and here a myriad of branching events will happen.
If your ruler dies, you continue playing as your heir, if you have one. If you have none, the game ends. If you manage to keep your line going until the game ends in 1452, you'll get a score that shows how well you did. But every game is different and history will never be the same in any of your games.
It's not an easy game to get into. I feel that it's easier than HoI3, and "differently" complex. Because it's more about people, the game seems a lot more intuitive to me, but there will be the inevitable moment of "what the heck am I supposed to do now?" when you first start. You'll have to put time into the game and learn. Read every tooltip, the manual (it's available on the Paradox forums already), and experiment. Don't try to learn it all at once, just one aspect at a time.
Overall it's more beginner-friendly than other Paradox grand strategy games, but it still has quite a learning curve. The reward is that you'll get a game that is deeper and richer than most other games, and one that you can play for many years. If you get past the first few hours of feeling dumb and hopeless. That's really normal!
The demo gives you a good idea what the game is like. Get it here: http://www.fileplanet.com/224596/220000/fileinfo/Crusader-Kings-II-Demo