EU4 is probably the easiest to get into.
CK3 is even easier but it's both braindead to play and lacks content and depth so not worth touching.
CK2/VIC2 are the best ones but they are a bit more difficult to get into
HOI2/3/4 isn't really nation building games.
I guess you could try a total war game but they're not really deep either, though they have the added bonus of playable battles if you like that