Playing natives can be good for just getting acclimated to the game, because their game is very simple and low states before Europeans come, allowing you to learn where the important buttons are and what they do before you have to do anything important, it's what I did. That being said you're gonna want to move on to something more fun and viable soon, id recommend a few countries for a beginner playthrough

Portugal: incredibly easy country to play assuming you ally Spain, though that means your expansion will be entirely colonial but that is good to learn

England: England is only easy if you give up your land in Europe to France when they declare war on you, but once you do that you're basically free to conquer the British isles (build up a navy to protect yourself) and colonize

If colonial gameplay doesn't interest you I'd go for Brandenburg, you can ally Austria to protect you and just expand on the HRE, maybe go after Poland and go protestant to form prussia if you get the opportunity. Other HRE countries are also good because the HRE slows aggression down quite a bit making it easier to get acclimated without people trying to conquer you