I bumped this thread because I am also trying to learn Hearts of Iron IV.
What a motherfucker, I have never played a game this hard to figure out. It takes hours, and the in-game tutorial is just a joke, you have to study YouTube videos and wikis.
I know I am eventually gonna like the game because the potential for "serious" strategy is immense, the way that you need supply for your armies to survive, and how you can attack several fronts and play with your opponent's mind is incredible.
I would imagine that the learning process repels half of the players that try to learn it, but since it's so in-depth, once you learn it, you stay with it for years. It lives off its super hardcore fanbase.