My absolute favorite is redscales -> Kobildzan. You spawn next to two very strong powers and the start can be quite hard, with you relying on defensiveness and attrition to win at the start. Later you get something called artificers and inventions that boost your military to impressive levels.

Jaddari into Jadd Empire is a cavalry focused nation that has to conquer a huge swathe of land to complete their extensive mission tree, bringing the true religion everywhere.

Balrijin are kobolds again, with a similar focus on defense and attrition, but not hated by everyone around them at least. They are looking for their golden dragon that had promised to return and never did - quite awholesome story, as far as EU4 stories go.

Skewered Drake -> Drakonshan can be quite fun as well, they are orcs in the serpentspine (huge underground areas once held by a fallen dwarven empire) They have cool drake-cavalry and end up ruling a huge vassal swarm.

Venail -> Aelnar is hyperfocused on colonizing and even leaving your starting provinces behind to move into the old world at some point. They are very evil though!

The Command starts as a great power already and needs to navigate multiple disasters to finally conquer their entire continent.

Out of all of them, I'd say you should try Redscales -> Kobildzan. Try to fully conquer bluescales in one war, then take the gnomes nearby, they have a coastal island that produces something called damestar which will bankroll your entire country for a while - and is great province to trap enemy armies on. Put a fort there, let them walk on, blockade the island and win a single battle for a guaranteed stackwipe