I am playing EU4 in ironman mode and noticed that I often loose a large number of troops/ships and sometimes entire wars simply because I am focused on a specific war theatre and do not notice that somewhere else a large enemy army is approaching my position.
I often leave supporting troops in an adjacent province ready to move in in case of an enemy attack in order to reduce attrition and to draw the enemy in thinking that my position is weak. With this strategy it is very important to notice when you're about to be assaulted so you can move in in time.
Therefore, the question is whether there is a message pop up one can enable that pauses the game and lets me know that an enemy is approaching.
Best Answer
There's a warning whenever your troops/navy are being attacked, but none that I know of that pops when you are about to get attacked.
If you need some advice on how to better manage your wars, I'd suggest you focus only on a single region, or two nearby regions, rather than spreading your troops all around the map. For instance, if you are playing Austria, and you are in a war against both France and Hungary, you should focus your war effort in neutralizing one of them first, and once you have your first target down on its knees, then move on to attack the second enemy. It will become easier for you to completely wipe one nation's army, while not losing as many troops as if you had them separated in two different theater.
As a general rule of the thumb, remember that it doesn't really matter if you get some provinces sieged at some point during the war. What's more important is how you can overpower their army, and have their provinces sieged faster than yours. You can always unsiege your province once the opponent has no troops left.
Also, reduce the game speed to 1 or 2. It will give you more time to check your enemy's movement, and in the end you will be able to defend yourself more easily.