I'm posting this mostly in reference to another review, which claims it's "all on paper" and that you "don't get to move your armies". I aim to correct these untruths!
Firstly, on the army issue, of course you have total control over the movement of your own personal armies. The troop composition is beyond your control as it's based on the type of province and its wealth - for example, in one province you may get an army that's infantry heavy, whereas another may grant you a considerable proportion of knights to use. Whatever the makeup of the army though, you personally are responsible for directing them where to go and who to attack. The other commenter who claims that you're unable to move your armies was obviously unable to work out how to do it - a clue would be to read the manual or check the paradox forums for help rather than believing that a wargame where you have NO control whatsoever of your troops could exist.
The second matter concerning troop movement is vassals - the game itself isn't simply about conquest and ruling territory yourself. Instead, you must give some of your land to vassals who will run the territory for you. A king may have a lot of power, but micromanagement of his entire realm is not something that he could reasonably do! Ergo, Dukes and Counts step forward, each taking portions of the realm for themselves, giving you their loyalty, troops, and taxes when you command them. THESE armies are not under your control, as the Dukes/Counts themselves command them for you, UNLESS you specifically raise them yourself - then you also get to command them as if they're your own troops! The vassals don't like this, as you're undermining their authority, but the option is still there.
Right, after addressing that folly, back to the review itself: this is a game about dynasties, factions, characters, and roleplaying. You choose your "guy", who will be a king, duke, or count at game start. Over the course of three hundred plus years. you guide this noble and his offspring, creating a mighty realm for them and attempting to ensure that their line doesn't die out. This involves arranging weddings with the sons and daughters of other nobles, promoting them to ensure they don't rebel against you, and praying to whoever you worship when your family line peters out into a single male leper/hunchback king with a conflicting crazed and celibate personality!
Try this game if you're into unusual games with a lot of deep focus. It's taken up months of my life so far due to the fact that you can play it hundreds of times, getting a different result and historical path each time. It has to be played to be understood really, so go for it! It's so cheap now!
And if you need help, check the paradox official forums. They're full of people who can sort out your "how I move dis guy?" questions!