Here are some tips for first-timers: Check if the mod is up to date with the most recent patch for HoI4 (Currently 1.10 Collie). It is a combination of Overhauls, Focus Trees Overhauls, Mechanic Overhauls, and even funny! I recommend that you free up atleast 10 Gb The mod will be automatically downloaded and will populate the mods section in HOI4's launcher. This is a collection of great mods that was created by modders. And as long as your setup can handle it, you're going to want to download and install all 5 of AdamosTomatos' texture packs Steam Workshop: Hearts of Iron IV.
As with any game, one of the first things modders always improve is graphics.