I'm going to disagree with the other poster and say that it's easiest to learn as a major power (I recommend France or the UK, Russia and the US a bit more difficult, Prussia and Austria more complicated) because you'll have enough demand to support new industries without having to worry about exporting, enough credit to be able to run at a deficit for a long time, are never at risk of running out of pops, and you'll be strong enough that, so long as you try even a little bit to keep pace militarily, you won't get attacked.

As far as videos, I think just a lets play from someone who kind of knows what they're doing is enough. Quill18 is a pretty casual player who made some stuff around launch, and seems like he has a recent Japan playthrough, though not with the recent DLC. Japan is pretty unique in that it starts off totally isolated with a completely agrarian economy, which means you have to industrialize it more or less by hand, so it may be a good example.

Gamer Top Tips:

• Turn AI aggressiveness down while you're learning
• A good loop to get into for a profitable industry at the start is building the components used by construction sectors (wood (early only) tools, iron, coal, steel and glass (later)), then once the prices are cheap (and your cash flow can support it), build a construction sector, which raises the price of the component goods so you can start again
• Try to stack industry in the same provinces where their components are produced if possible, as there is increased price the further a raw good has to travel to represent shipping costs etc (techs will slightly reduce this later)
• Try to stack each type of industry in a single or very few provinces where possible, because you get a passive bonus per building of the same type in the same province (there's a cap on the bonus but it will increase as you unlock tech)
• Try to stack military barracks in only your capital, as the capital never switches sides in a revolution. This also de facto buffs the enlistment efforts edict because you can use it on a single province.
• At the start of the game, typically the Landowners will be very powerful. You reduce this power by industrializing (so that more power goes to the Industrialists and much later, the Trade Unions), and by passing laws. Most laws don't reduce the power of the Landowners, but there are some that are commonly at game start (Local Police is the first one that comes to mind) that give them bonuses. Also changing your voting type to be more egalitarian generally reduces their power, though it doesn't explicitly say this. Each general of a specific interest group raises that group's power as well, so it's often better to just hire a shitty general who's from a better interest group.
• Generally an interest group will radicalize and start fomenting revolution at -10 opinion. You can game this in various ways.
• Infamy is a resource to be used, and leaving it at 0 is a waste. Concurrently, do not raise it above 20 or the AI will get pissed. 50+ will get the entire world declaring war on you
• THIS MIGHT BE OUT OF DATE but prior to the latest DLC, the ideal army composition was 2:1:0 infantry:artillery:cavalry. Cavalry occasionally has uses in a naval invasion to quickly capture territory where nobody is defending but this isn't super relevant and is otherwise simply worse.
• Speaking of the military, the game favors defense over offense, so unless you have an overwhelming advantage (like if going to war with an unorganized nation during colonization, for instance), it is almost always better to let the AI batter itself against your defense and then switch to attack once they're low on morale and manpower.

The new update (which allows foreign investment and overhauls the way private/state ownership is modeled) makes a lot of older video guides confusing.

I think the best way of learning things is by breaking things. And it's fun.

Build buildings that use input goods that are expensive on your market, and see what happens. Spam build new logging industry even when lumber is already cheap. Attempt to pass laws where the game warns you that you'll radicalize certain interest groups. Fuck around and find out.

At any point if you feel you've sufficiently fucked up, open the game menu and choose to change countries, and proceed to fuck up a different great power.

You can genuinely learn the game mechanics this way. No training wheels, just crash lots.

uh play sweden, or russia if you're feeling very spicy, but i recommend sweden. Its easy mode. You can unite scandinavia, have fast tech, and good relations with neighbors. I got marx to lead my country in the first playthrough. Growth is slow, which is good if you're learning.

videos make it more confusing tbh