Setup:
I've played a couple thousand hours of CKII since it came across my radar (and went free), even beat it a time or three. Didn't have money to pick up EUIV, Victoria, or HOI4, then they went on sale, I got a check from the gubbmint, and the wife all said yes, all at the same time. Got 'em all, wooo. Was running a LP for CKII, so I didn't want to start EUIV until I'd brought that to the logical conclusion.

Moved, and that computer is packed away for the foreseeable future, and recording/uploading videos isn't really an option anyways. So I figured "What the heck, lets see what EUIV is all about." Download it, vanilla plus the free "christmas music" and Catholic/Protestant unit DLCs, nothing mechanical.

Play as Portugal the first run, get pulled into a war with France by England, and get my ass kicked HARD. I hadn't even shown up to the fight, I was still trying to build a freaking lift capacity to get there and France just come strolling across Castile like they own the place, and invade me directly. I'm outnumbered, I'm losing provinces left right and center, and the "peace out" options they're giving me? Lose half my freaking nation. I get the feeling they would have just waltzed right over me and taken it all, I quit when they wiped my last army. I'm all for hard fightz and all, but there was NO recovery from that.

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Okay, FINE, whatever, bad run. They had me dead to rights when they showed up and had a 3:1 manpower advantage, and that was SPLITTING their armies, because they were kicking ass back home too. No more alliances with England, lesson learned.

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Start a new game, Aragon this time. Build a moderate army (20k foot, 5k horse), get Conquest Belli on Navarra, declare war, my ally Castile decides to go in on Navarra's side, but it looks like it'll be a fairly even fight. "Not after I build more regiments!" 10 more foot, I'm running low on cash and there's not enough time for horse, but we're on parity on horse anyways. Capture Navarra eventually (and THERE'S a mechanic that needs refinement. A thousand to one men on a siege, and it takes TWO YEARS? Where's my "Storm the Castle" button Paradox? I want my "Storm the Castle" button!), and they've captured a couple empty provinces of mine, and are working a fortress. I move to attack them and I swear they blitz from -7 to captured in less than a month. Luck of the RNG, amiright? We clash in battle, I've got a 2-star general leading my 30k foot/5k horse against a 1-star 25k foot/6k horse. And I get my ass HANDED to me. For every kill I make he makes 6 kills. I lose morale so fast that the entire fight takes less than a week, and he only takes HALF morale damage. I kill about 3000 of his troops all around, mostly foot as expected, and I've lost EIGHTEEN THOUSAND.

They then proceed to follow my army around, I never regain control of it because as soon as it reaches the rally point they are right there, and I rage quit swearing I'm never touching EUIV again.

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I had a 10-15 percent manpower advantage, no terrain effects, a general who was better in EVERY appreciable metric, and I didn't just lose, I got thrashed like I went in completely undermanned and with no general at all. WTF happened, and how the fuck do I prevent it happening next time? Because if this is a thing that is normal (all the advantages and lose like I was a child facing a Mongol horde-rider) I WILL just walk away with only about 12 hours of EUIV and downvote on Steam for bullshitery.

ETA: Thanks all for the advice. Looks like the most likely culprit is a tech imbalance, if Castile had Miltech 4 and I was still on 3 (and I was DEFINITELY still on 3) it would pretty easily explain the disparity in power.

New lessons learned. Never ally with England (learned that one on my own, but seeing basically EVERYBODY reiterate the principle just drives it home). Don't piss off France (kinda figured. That advice works in CKII too). Don't start a land war against a technologically superior foe, and bum-rush Miltech 6 if at all possible so that YOU are the technologically superior one.

Thanks again.