Yes, EU4 is the easiest to get into and that's what I started with. I actually haven't played any of the others, although I'm interested in CK2 now. There's a free weekend going on right now, so you can give it a shot. Make sure to play the tutorial, if its still confusing try watching some Let's Plays. Its a little hard to learn at first but once you've got the basics down, you can play it like a rogue-like - start a game, try stuff out, learn what works and what doesn't, then you can apply what you learned in the next game and (hopefully) do better.
I think part of the reason I like it so much is because I'm a huge history nerd, but it is also a very good strategy game all on it's own. Be warned though, if you get hooked, it'll take up all your time, usually when I start a game I'll end up playing at least 5-6 hours straight, usually more. And I do that for a couple days in a row before I actually "finish" a game. I think I spent the first ~120 hours playing 3-4 games as Japan before I felt I was satisfied and moved onto Cherokee where I probably spent another 60 or so hours trying to get the "No Trail of Tears" achievement. I must've spent the rest playing countries like Russia or Portugal, but yeah, seeing as how I've only played 3-4 nations, and I've already logged 200 hours... I think if I had to choose one game to take with me on a deserted island, this would be it. Endless replay-ability, constantly being updated, and there's always new stuff you can learn about the game... a gamer's wet dream.