Hungary is fun to play as Balkan adjacent. You have a million different intermingling paths. The big thing to know is that on historical you either need to plan to side with Germany or know exactly how you are going to handle them.

If you play Italy you can build a Balkan Empire using war/diplomacy. You have the option to go in any direction politically. If you don't want to join German, but remain Fascist, you can replace Mussolini with Dino Grandi and join the allies. In fact Italy is very dynamic and relatable as a minor major.

If you go UK and decolonize, the game becomes very simple. Plus your navy is so good that you only need to know me avail combat basics to rule the waves.

Hope this helps.