While they are both strategy games, they are significantly different from one another.
Civilization's game design has been streamlined into understandable quantities, technology trees and predictable behaviors. Civilization is a very enjoyable timesink of a game.
Crusader Kings however, is a simulator. For instance, CK2 boasts the ability to let you play as literally anyone of standing. You can play as an Emperor, king, duke or count. Any level of government where you at least control one patch of land, is free for you to play out whether or not you end up being a vassal of a king or whatever because internal politics makes up more than half the game.
Now note, that when you do make up your mind as to where you want to start off and commence your scheming and warring. EVERY other person you could have played as is being simulated as well. You could be playing as the King of France, fending off the on-and-off advances of the English and on the other side of the world, the Byzantine Empire will be dealing with a series of assassinations and rebellions that will leave it fractured and a shadow of its former power. Now the chances of you ever actually dealing with the remnants of the Byzantine Empire are miniscule because you are only playing out a few hundred years of time, but regardless of whether you're there or not, every noble in every court at every level of government have simulated personalities, ambitions, likes and dislikes and will act accordingly.
It is a pretty difficult game to get into (though by Paradox Interactive standards, it's probably the most approachable) and I'm always unsure of what the best way to handle a situation is, but like I said before, that's okay because even when you fuck up, you still get exciting results.