Closed Games

I am usually a e4 player but recently I've thought about diversifying my openings.  I was wondering, if I should want to learn a closed system, would d4, c4 or Nf3 be best?  d4 seems more complicated, but it also seems most rewarding.  The problems are that I do not really understand the plans of the QGD, what exactly does white do?

I'd say Nf3 with the reti

There are several plans in the QGD.  One is exchanging pawns(cxd5 exd5) and then playing Rb1 and b4-b5.  Then pick a weakness in black's camp(usually a pawn on c6, but not always) and bear down on it.  Another plan is to generate pressure on black's position with Nc3, Bg5 to pin Nf6, Nf3-e5, Qc2, Bd3, Rac1, Rfd1, and in general make central breaks with c5 or e5 hard to get.

Thank you very much, would I be right in saying that QGD's are slow and positional in nature then?

but then u gotta realise that they can accept the gambit

Yes I like the 3.e4 line against the QGA very much, I think it offers a lot of prospects for white, in an open position. 

actually, the mainline in QGA is 3. Nf3.  3. e4 often allows more counterplay than should be allowed via Nc6 and e5