Vanilla is a term taken to mean the plain version of a game. The term is taken from the fact that vanilla is considered the "plain" flavour of Ice Cream. A vanilla version of a Europa Universalis game is one which could be described as "out of the box".
A patch of Europa Universalis is still considered vanilla, even if there are significant gameplay differences from the previous patch.
Playing using an officially released expansion pack means that you are NOT playing vanilla, even if your game is unmodified.
Playing using a fan-made mod, or a mod means that you are NOT playing vanilla, even if the only change is that you corrected a single typo in a bit of flavour text.