I agree with Akhenaton. Play the vanilla until you familiarize yourself with the game. After that you can have a go at the mods.
My personal recommendations are:
CK 2+,
The Prince and the Thane,
A game of Thrones Mod, and
Elder Kings
First two add to and improve various aspects of the game making it deeper and a lot more fun but you should really not venture into them until you know the vanilla version because they add quite a bit of stuff and you could be overwhelmed.
Game of Thrones mod does exactly what it says, replaces Europe with Westeros.
Elder Kings changes the game drastically moves the setting to the universe of the Elder Scrolls game and replaces/adds a lot of new features specific to that unvierse. You can dive right in but if you are not familiar with the game or very familiar with the setting you risk getting overwhelmed by all the new stuff
Here's a lsit of other good mods you could try
http://www.ckiiwiki.com/Category:Mods