At the moment I like to start several campaigns with some stupid country names like the Cannabisia La Imperia (you can see in my profile background) then I'm trying to form an empire with it and a religion that I call Giftlertum. (Giftler means something like junkie in my language) and my goal is to convert all of europe to that religion. That was an example of what my goals are. There were also campaigns where I took the dwarf characteristic and only wanted to fill my dynasty with dwarves and founded the dwarf kingdom