some of my learning curve involved doing really crazy stupid stuff... click-dragging the mouse and highlighting every available ground unit....then sending them all to my enemy's capitol for instance. I sorted out what worked by identifying what didn't.
But yeah, play small maps and on slow speed....lots of pausing if you need it. Europe and North America are good starters, most areas in them have decent economies and resources. If something keeps puzzling you over and over again, just ask here or do a search. Pick one aspect and have that be your focus for that scenario. ("this time I'm going to really check out research!")