@alexgreat:
Cannot say too much about EU3, but as a EU2 player I agree with BJCard, try it. If you really want a challenge, though, dont take England. Take Iroquois or another native American nation and try to stop the English :)
Well, EU2 is certainly a great game in its own right (and if you have a pretty dated computer (>5 years old) maybe the best option), but EU3 with all the expansions is another world. EU4 comes out in Fall 2013, but typically Paradox games are essentially a ‘beta’ version when they first come out. They have gotten better at that- EU3 came out with lots of glitches, but the recent Crusader Kings 2 was much better OOB. Despite that, I will be getting EU4 on opening day!
For a new player, the English are fun because they aren’t France or Castile (The two easiest nations IMHO), but they aren’t so tough to be frustrating. Try taking on one of the German or Italian countries (Bohemia, Brandenburg, Milan, etc) and try to unite their respective country. Try to save the Byzantine Empire; Likewise, control the Turks and create a Caliphate. Take an Indian or Japanese country, westernize, and start colonizing yourself!
I wouldn’t waste my time with native american nations- not much to do for 100 years and super frustrating when the Europeans have guns and you have spears.