EU4 is much more big picture than CK2. I started playing EU4 and loved it, then I was convinced to get CK2 because it's quite similar in a lot of ways. However, I was sort of disappointed by it. Not to say it isn't a good game, but it's not to my tastes, and was less intuitive than EU4. The one that really annoyed me was the mercenaries. To take over a neighbouring province, I hired mercenaries (which is a commonplace activity in EU4), they costed me an arm and a leg, but I needed them because my own armies weren't sufficient. Then, when I had almost won the siege, I ran out of money to pay them. Now, in EU4, you can simply take out loans when needed, no questions asked. Your mercenaries would stay on, as they are still being paid. However, in CK2 you simply go straight into debt, which puts you in a rather bad position. The mercenaries, instead of simply disbanding, which would be logical, actually turn against you, and so I was utterly destroyed (I was a minor figure) by these mercenaries (and my other enemies).
The tutorials failed to mention anything like this being possible (at least from what I could figure out of them, as they weren't logically ordered, so I may have missed some).
To sum up, EU4 is a game which is intuitive, and relatively easy, at least if you are playing as a medium-large nation to start off, and, once you have the hang of it, it's possible to still do well, even if you begin with 2 provinces. You control vast armies, and take over the world by ganging up on the larger powers and crushing small neighbours. The mods for it (from Steam Workshop) are quite good, and change it up a bit, as in the Vanilla there's a couple of nations who always dominate. These are broken up into smaller factions in some mods, and mechanics are also changed in other mods. It's one of my favourite games.
CK2, from my brief experiences, does not have the same intuitive interface, and requires a comprehension of the complexities of it to not get fucked over. Once you have that, it probably is a great game, but I wasn't bothered to get that far.
I'm probably not doing it the justice it deserves (I've heard glowing reviews of it) so hopefully someone else can better explain it.