If you are playing on a Mac
Right-click on the game in your library, go into Properties and uncheck the box "Enable Steam Community In-Game". This has been reported to solve this issue.
If you are playing on a PC
- move any valued save games elsewhere
- "delete local files" in Steam
- manually delete all files and folders left under Steam/CK2 AND Documents/CK2
- re-install game in Steam, run a verify when done.