Start as either an Irish count or duke. Ireland is one of the best starting locations for a new player to learn the mechanics. It's mono-cultured, mono-religious and has plenty of room for expansion. Scotland and England will almost always explode into warring states due to culture shifts, leaving you to take Wales easily and possibly uniting the Isles.
If Ireland gets boring try a Russian Prince. The Russian states are all the same dynasty which can either be exploited early for a rapid expansion or can be held onto for alliances. Holy wars against pagans hold much room for expansion and finally forming the Russian empire and fending off the Mongols makes a nice end-game goal. Your low-tech and lack of navy will also change your tactics.
Do NOT start anywhere near a Muslim, even more so at the start. Muslims are crazy over-powered at the start of the game. There are mods that address this and are worth looking into after a few games. I enjoy "Project Balance" since it's goal is to really just improve the base game.
Great chain of being:
Baron (owns a castle) -> Count (owns a county with castle as capital) -> Duke (owns a duchy)-> King (owns a de jure Kingdom) -> Emperor (owns a de-jure empire)
Mayor (owns a town) -> Republic (owns a county with a town as capital) -> Grand Republic (owns a duchy) -> Most Sincere Republic (owns a de-jure kingdom) -> ??? (owns a de-jure empire)
Bishop (owns a church) -> Prince-Bishop (owns a county with a church as capital) -> Arch-Price Bishop (owns a duchy) -> Theocracy (owns a de-jure kingdom) -> Theocracy (owns a de-jure empire)
Note that republics will have a -30 relationship hit with you due to "wrong government type", this means they make sub-optimal vassals. Prince-Bishops no longer have that penalty and are quite good vassals and are better than dukes, some consider them bugged and exploits. Prince-Bishops will not plot for the throne and will always vote for your choice in an election.
Remember to always own 2 duchies, all the counties inside them and to upgrade the holdings as much as possible in each. You'll want the brunt of your military to come from personal levies and mercs, relying on vassal levies is sub-optimal.
If you're having trouble picking traits; a general rule of thumb is to stay with as many virtues as possible. Virtues give you more piety which is often harder to come by than prestige which you can easily win in wars. Plus the church always makes a powerful ally.
I prefer Just over Arbitrary although arbitrary does have some nice decisions linked to it. Honest versus Deceitful doesn't really change much, there seems to be more events with loss of relationship surprisely more with honest rather than deceitful.
Change your succession law from Gavelkind as quick as possible, it offers NO benefits to a new player. I personally prefer Feudal Elective since you can pick your heir. However if you're having trouble keeping your realm under control then Seniority or Primogeniture are decent choices. Primogeniture will generate a lot of pretenders if you have a lot of children so only land the first-born to prevent revolts.
For tech you'll usually want to stick to "tactics" for military, "castle infrastructure" (or city, if you're a coastal nation) for economic, and your choice for culture (I like "legalism").
Another thing that might seem strange for a new player is the concept of wanting to keep your vassals as weak as possible. It might seem odd but it's a rather important part of the game.
http://crusaderkings-two.wikia.com/wiki/Keeping_Your_Vassals_Weak