The playlist made by Paradox themselves are the canon resource, and while they cover several complicated schemes(new resources, province editing etc.) it's not organised or user friendly and I wouldn't recommend it for the fresh green modder. The playlist by MrKmproductions is by far the most informative and helpful series on Youtube, and help you get quite a far way. These are some of the videos powerblo thinks are the most useful for starting off. If you don't feel like learning modding from text, you can always receive visual guidance.
The first few steps are a popular topic and various tutorial videos have been made on it.