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Here you will find guides to specific topics or countries. For more generic information, take a look at The Victoria Manual.
NOTE: Almost all of this is from Vanilla 1.03. People that are playing 1.04 or Revolutions surely won't find everything just as useful.
A guide for your first game
A Guide for Multiplayer Games
A Guide to Victory in Multiplayer Games Some principles and strategies for people new to the world of multiplayer Victoria. Written by Memnon.
A Guide for Victoria:Revolutions
Country-specific guides and strategies
The original versions of these pages are taken from Valisk's "Nation Guide", as posted on the Vicky forums.
The "Country Guides"-category contains the country guides that provide more than a very basic introduction to the country in question.
General gameplay guides and strategies
Gotikiller's Capitalist Theory - Economic Strategy for V:R
POP Activity Guide - Another guide for migration (emigration, immigration) and assimilation
The Sino-hanseatic plot - A guide to migrate pops from the rest of the world to mainland Europe (yes, it is possible!)
Capitalist Overview - How to use capitalists for the best effect
Guide to the Ledger - your own best friend, and you might not even know it!