Download Microsoft Visual C++ 2015 Redistributable Update 3 RC from Official Microsoft Download Centerwww.microsoft.com www.microsoft.com (run dxsetup.exe after extracting from this download)
THEN go here:
support.microsoft.com And run the x86 and x64 installers there.
Add stellaris.exe to the exceptions list of your antivirus app; ESPECIALLY if you have Windows Defender, add it to the Ransomware "Apps Allowed Through" list.
Also if you have FRAPS or the MSI Gaming App or Rivatuner installed, disable it as it clashes with this game.
If they don't help, exit the Steam app entirely then run stellaris.exe by itself. Do you see any Windows error then?