I'm in the same boat. I'm a big fan of Europa Universalis 4, Crusader Kings 2 and Victoria II, but I haven't made the plunge for the Heart of Irons series. I'm eager to see it with the latest engine.
If you want to get into the series, you might honestly want to check out Darkest Hour or Arsenal of Democracy rather than HoI3 (that is, if you can't wait until HoI4).
HoI3 didn't really know what game it wanted to be or who its target market was, I think. It was in this weird niche where it was too complicated and unintuitive for newbies to get into, but at the same time too easy and predictable for experts to stick with. You spent the first five or ten hours just figuring out how to make anything happen, and the next five or ten hours realizing that you could beat just about any country with things that the AI didn't know how to handle (like paradrop cheese).
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