Heart of Iron lll. You get to play a country in the lead up to WW2 and the war itself. I used to play version ll a lot and loved it. From memory research options that allow you to expand your population are crucial.
Also preventing your opponent from retreating by encircling them (esp Russia) before attacking makes a big difference as just defeating the enemy causes it to retreat to fight another day with casualties inflicted tending to be low. Useful to destroy their merchant shipping too. One of the features l particularly liked about the game was the use of historical names even for them.
A great game with a steep learning curve. It doesnt surprise me you want someone to guide you through.