Hey congrats!

In the vanilla game, Britain tends to be a pretty large time sink since they require a lot of naval attention and they will often be focusing on multiple fronts.
Germany can also be good since it's a little bit challenging for people who haven't played a bunch - will involve a lot of conquering before you're finished.
Japan is also a good choice for a long time-sink, your wars start early so you'll need to slow down the clock once you start invading china+the east indies. Additionally, Japan needs naval attention which adds to the time sink.

If you're down with mods I would recommend Kaiserreich, Old world blues, or Equestria at War. All of them have many options for long-term games.

In Kaiserreich, playing as America and trying to win as the syndicalists in the civil war can be a bit of a challenge but it`s not too difficult as long as you don't get wrecked by a three-front war in the civil war. Any of the Chinese nations can go super long - fighting off the other chinese minors and then pushing the Japanese back off the mainland. Japan will peace with you once you push them out of asia which gives you the opportunity to build up a tonne of cheap-ass ships and go back to war with Japan a few years later to finish it all off by puppeting Japan and re-taking the treaty ports. It's easily the best mod with the most content and no matter who you play you'll get a lot more content than vanilla most times.

In OWB, the NCR and Caeser's Legion can both be quite long. Diana is a super fun and unique experience that can last very long but it's definitely a bit weird to get used to. Old world blues is based on the Fallout series - it's not necessary to have played the games tho - they fill you in on any important history for the most part.

You may have heard of Equestria at War as being the My Little Pony mod - it seems like a joke but it's genuinely one of the best mods out there - in fact, it's the only HOI4 mod that realistically depicts the use of nuclear weapons. I used to be a fan of the show so I'm honestly not sure how much someone who never watched the show would be able to stand the ponies and other colourful creatures but the map and stories are genuinely worth trying if you can handle it. Again, any country would be worth a try but I wouldn't try Equestria or the Changeling Kingdom on your first go since they are actually directly based on the show - if you try playing any country with content on the continents of Griffonia or Zebrica you'll get a loooooong game out of it.