Victoria II is by no means a simple game. One can become overwhelmed by the the amount of options and possibilities when starting a new game. Here are a few tips on starting moves to make sure your nation becomes a world power.
In almost every country, you can begin to tax everyone at 20% (maximum taxes). This should be down to quickly build up a stockpile / surplus of money, which then can be used to invest in industrialization.
- Establish good relations with powerful foreign nations. No one likes being invaded because you insulted the Queen of England.
- Balance the wages -- and taxes -- for each class. Sure, getting money is good, but it's useless if everyone can barely survive. The better off a class is, the harder they'll work.
- Invest, invest, invest. Investing in something may cost you now, but it will have a pay off later in the game.
- Colonize foreign nations and improve the colonies you do have. Foreign lands more often than not have exotic goods, which, in turn, you can sell for a better profit. (Buy their raw materials, manufacture them into something really expensive, and sell it back to them!)