I can’t believe no one said Crusader Kings 2 nor Dwarf Fortress yet. The tutorial in CK II is so bad, it somehow makes thing more confusing, it is much better to just start a game in an easy location like Ireland and learn the game by yourself.
Dwarf Fortress has a tutorial nowadays, but I started playing it many years ago when you had no choice but to alt-tab to the wiki and figure out things on your own.