It can be hard jumping into a game like this, where there is no easy way to victory. In fact what does victory in this type of game actually mean? Well for starters, it means surviving.
This is an easy to read 10 minute guide on how to get a good start.
It's the essence of this game. A single man cannot achieve much, even if you are the Holy Roman Emperor. The first tip is to build a strong council; a diplomat to increase your relations faster, or a spy to assassinate your foes more successfully.
I take it you understand that you pick the one with the strongest skill for the right job. But there aren't always the strongest people around who can help you, therefore you have to look outside your own estates and your own court. You have to import people.
The way to do this is by pressing the "." on the keyboard, this brings up a "search character". You can set the filter which only shows people that will accept an invitation to your court. Then you can search for traits or stats in the search bar at the top.
Kings, Dukes, Counts. 
Strategy game. Strategy is what it is all about so make sure you know the effect of every decision you make, and always stay on the safe side. There are a lot of factors contributing to other people going against you. Here are some:
These are basically the common ones. You always need to have an eye on the needs of your vassals, if the vassal is happy don't waste titles or gifts on this subject even if you think he deserves them. Save the things that make your vassals happy for the day you actually need them. For example, saving a duke title for a lord that you know will be trouble in the future is smart. Not only will he be thankful, but he will also keep a leash on the unruly lords in the province you just gave him control over.
Sometimes though, there is a lord that has given you trouble over and over and you think his demands are unreasonable. These are the times that make it all worth it, make him angry! Make him so angry that he refuses to be under your control and goes to war against you. After crushing his lesser forces, revoke a title from him free of charge as now he is seen as a traitor by your realm, or even better yet if he is not of your religion go ahead and hang the bugger (unless you want his title).
As an addition, granting duchies left and right to your vassals is perhaps not the greatest of ideas, as they might pass on from your realm rather easily. If you need to loosen your demesne size granting some counties and duchies to your eldest son may be wise, as they will be returned to you upon the death of your current character, while you grant your baronies to your unruly vassals.
Who fools whom?
Plots and intrigue. A legendary spymaster with nothing but praise for his lord (you) is what helps you here of course. Break up their plots by taking out their plot supporters and imprisoning them or by asking nicely if they would end it.
If the plot is no threat to you or your heir, there's no need to do anything about it of course, some intrigue in the realm doesn't harm anyone, just takes the focus off of you.
Now if you feel it's time to arrange a plot, there are some things you need to know. Before starting a plot you have to make sure you know that you can find backers and also have the strength either in numbers or intrigue.
To know who can back you is quite simple: is your target your own sluggish brother who happens to rule France?
Ask yourself who would want to to kill the current king, and ask yourself who would rather have you on the throne?
It's all about finding people with the same agenda, and really if they have same agenda but can't stand your face (for some reason) they probably won't join your plot.
Next to that, you should wonder if you are an inferior or an independent ruler. Are you a duke under vassalisation of the king? In this case plotting, especially against your liege and his Kin, can be of most risk. If you are independent this risk is much less so.
What is it good for?
War. You would believe in any strategy game this would be the focal point, but somehow Paradox has made war not so important in this game (a good game). But going to war shouldn't be taken lightly. Do your homework and study your opponents' numbers and current endeavours, find the right time and make sure you have a goal of what you want to do. To create an empire you need to take one small goal at a time, make sure you always pick the correct battle and make good use of the "arriving time" feature you can check by hovering over armies moving to a different county. This way your armies will never get caught by a bigger foe.
Additionally, having a lot of gold in case you have to hire some mercenaries is also handy.
As for the offensive, do some research on how much resistance you're actually likely to face before hitting the declare war button. Appearances can be deceptive; in the north, for example, the pagan tribes may look like isolated, cut off regions with few provinces, but they can regularly field kingdom-sized armies of up to 5000 men, and fortify their lands with castles with over 900 defenders. Isolated Muslim sheikhdoms may look like promising quick kills, but most Muslim fortifications have a base value of four, which means they take a long time to siege. On top of that, any new conquests in foreign cultures and religions won't be usable for a while. If you don't think you can keep it safe with your existing forces for at least ten years, don't bother.