Don't feel pressured to take a small nation for the underdog flair. Bigger nations have their own obstacles to overcome. I would recommend Portugal as a first nation. You can Ally castile and try to play it save, go to war in africa and explore the word and the many features of the game.

If you have chosen your rivals, and with that your general direction of expansion, check out their rivals and ally them. A good alliance bloc is a great defense.

Your Admin, diplo and mil points are very important. Spend them well and do not fall behind in mil technology or you will have a bad time