Europa Universalis IV is a very good video game, but there are always ways to make it a little better. In this case, by adding some DLC that's not only poignant, but makes the game a little more realistic as well.
Nobody expects the Spanish Inquisition! Not even in Europa Universalis IV. Among the weaponry are such diverse elements as: fear, surprise, ruthless efficiency, and a completely glitched cavalry. A popular mod for the game, called "MEIOU & Taxes" causes this, so use it carefully.
One of the best PC games ever made is Sid Meier's Colonization. A big part of that is the way it simulates the great unknown: as you venture westwards, unless you're playing on the boring "real" map, you're truly venturing into the great unknown.
At the height of its powers in the early 18th century, the British Empire spanned all corners of the globe, from Brazil to Alaska, Austria to Manchuria, and...wait, what?
If you're new to the world of grand strategy games having picked up the gateway drug that is Crusader Kings II, may I suggest you look into this, Paradox's big follow-up game, Europa Universalis IV.
Civilization and Total War are often seen as the big fish in the field of PC strategy games, but for those who are a little more serious about the nuts and bolts of managing an empire, one series often stands above all others: Paradox's Europa Universalis.