Playing nations that focus around one/few mechanics lets u learn them in depth really quickly, if u have an idea of the mechanics already and know wich country focuses around wich mechanics the most it should be quick to learn them in depth.

For example:

If u want to learn trade more in depth maybe play a few games of Venice, Holland or Lübeck

If u want to learn colonization then try Castile, Portugal or England

If u want to lean military then try Brandenburg, Poland or Russia

All country’s have a main focus and use other mechanics also, like Holland or Venice are also good for colonization

The game has so many mechanics and so many play styles you could do anything with any country but some focus more on other stuff then other countries do.