If you want to play as a Venezuelan fascist with two army divisions and 12 fighter planes, you can give it a go With Hearts of Iron 4, Paradox has dared to allow players to feel stupid. Instead, Hearts of Iron 4 has challenged what I know about history, about military strategy and about mid-20th-century geopolitics. It's not hard like a roguelike is hard, and it's not difficult in the way that a flight simulation or a hardcore shooter is difficult. But I don't mean 'challenged' in the traditional sense.
Hearts of Iron 4 has challenged me at a foundational level.
But unlike those other games, Hearts of Iron 4 isn't a sandbox it's a game deeply rooted in the real history of World War II. Hearts of Iron 4 is a grand strategy wargame from Paradox Interactive, makers of famously complex titles like Crusader Kings, Europa Universalis and, most recently, Stellaris. Hearts of Iron 4 is the single most challenging game I've played in the last decade.