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Notes -
Victoria 3 is pretty interesting. It's easy to make decisions early on that completely cripple your industrialization, leave you permanently running a deficit, etc. I'd recommend playing as one of the Canadian provinces until you have a handle on the economy: this gives you a benevolent protector (in Great Britain) and access to their market means you can drain their population via immigration once you improve your standard of living and make your "nation" more appealing.
Generally you want to look for goods that are overpriced and then focus hard on developing your production of those goods. Larger factories/extractors = better economy of scale which means you can start to snowball, so a single size 20 steel mill is generally better than various size 3/4 factories. You will want to focus on raw resources initially, and then move up the chain and start producing manufactured goods from those resources (there are efficiency bonuses for using local resources IIRC). Then you plow the resulting revenue into increasing your construction capacity (this is the engine of your economy -- employs lots of workers, but more importantly, consumes raw resources -> driving up their demand -> higher wages, richer capitalists -> more taxes, faster expansion).
Once you have an understanding of how to get your economy off the ground and into a positive feedback loop, everything else kind of clicks into place. It will take some trial and error to figure out what the optimal path is, but the many, many tooltips will provide enough information for you to figure out when something's going wrong. Depending on how well things go, you might be able to form Canada pretty early and opportunistically invade the USA during the civil war and seize some valuable territory. From there the sky's the limit.
Texas is a fun alternative semi-"challenge" start, after you have some experience with the game's systems. Mexico is a prime punching bag with lots of gold mines that, once conquered, can sustain your entire economy for decades with minimal taxation. You won't be strong enough to win a war against them immediately: your first decade or so should be focused on building up the warchest and the technological advantage necessary to steamroll them. If you stay independent (and maybe form an alliance with a European great power to ward off Yankee aggression) you can take California and Arizona (more gold!). Then you can slowly conquer your way down Central America and into South America.
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