WARNING: this game is extremely addictive!
It seems like I keep coming back to this game in the end of every year. It’s probably the best grand strategy ever, and I often have to set up alarms just not to forget to go to bed before 2AM. I learned this thick the hard way: this game broke my sleep schedule a couple of times. Europa Universalis usually starts in 1444 and goes about 4 centuries further. It’s an open-ended game, and you have no specific goal, apart from survival, I guess. Although, the game offers a nice mission “tree” based mostly on a history of a nation that you’re playing for, so you can keep busy with that.
Europa Universalis IV is not only about Europe. The game allows you to play for Asian countries and even for native American tribes. I wouldn’t advise you to play for American tribes of course, because it’s not that easy to deal with those nasty colonists. Last time I played for Spain, and currently I’m playing for England, and it has been interesting so far, especially if you have an English-centric DLC called Rule Brittania.