So, can anyone sum up in a few words what's going to be new in HoI4, aside from "grittier" interface?
Reworked basically everything.
Research is sparser now, but it's aided by the field modifications. You know gain field expirience while fighting/training your troops which you can then use to upgrade certain aspects of your units (basically all the little subcategories of a unit type in HoI3).
Divisions have been revamped, you put them together like before but they seem to be larger and some of the support units have been changed, also using field expirience to mess with them in different ways.
Production has been changed, you now have civilian and military factories, civilian ones produce stuff to keep you people happy and are the potential for building more or turning into military factories. Military ones produce equipment that is supplied to your units, divisions are now created with just troops and they recieve equipment like guns and tanks as it's being built.
There's national doctrines or whatever it's called, stuff that's similar to national decisions from before, except a bit more structured while also having more alternate history routes, as seen in that USA decisions tree.
Naval combat reworked completely, too long to write up, it seems to be much better now.
Ground and air combat also reworked, not perhaps the base mechanics but the way you control it all. You draw up battle plans and assign units and generals to them which then execute them, seems to be a much more streamlined and improved version of letting the AI do it in HoI3. Air combat is now based off of regions, so you send planes with a mission to a certain region and they'll do it there, or something like that, it's been a while since I've seen it.
Supply system changed, again with regions, supplies seem to be shipped to a region and then spread out to your units in it, depending on how good the infrastructure there is. Supplies also don't seem to be stockable anymore, instead a simple positive or negative income.
That's all that I recall so far, but there's much more really, go rummage trough the devlogs if you want more and more accurate details on it all.