Right then... I've got EU4 and am thinking of starting up a first game.
Any recommendations for a nation with plenty of detail in events, decisions, and such, enough power that the player can test out most of the options in the game - diplomatic, military, economic... but in a somewhat tenuous position? Powerful, potentially hostile neighbors, that sort of thing.
I'm wondering if maybe one of the native tribes would work well for this, or somewhere in Africa. Or possibly a middling-small central European nation.
I wouldn't really recommend starting out somewhere other than Europe or the Middle East in a first game. The chances are too high that you'll wind up getting steamrolled mid-game (or even earlier if the fates go against you), and wind up not liking the game as a result. Nintz's recommendations are generally good, though I wouldn't recommend Portugal first as in my experience they're a fairly boring nation to play due to the high degree of isolationism.
I went with Burgundy in my first EU3 game, and found them to be a good mix. Strong enough that I was able to keep France from conquering me (barely), but weak enough that I very nearly was done in by Austria later on. In other words, it kept it interesting for a fairly long time. So a second-rate European power isn't a bad idea... you just don't really want to try, say, Utrecht and expect to do well your first game. And if you do pick a "middling-small European nation" and lose in 20 years, try again with someone like the Ottomans, England, or Austria so you can get the taste of the game over the longer term.
I wouldn't recommend any of the native tribes to start with. The Mamluks are a good choice in Africa, if you count them. Anyone else is probably a poor choice for a beginner. Mali probably is second-best since they have neighbors that they compare favorably to, and face the Iberians less soon than their northern African neighbors, but there's still a high chance of trouble later on. Another choice that might be decent outside of Europe is Vijayanagar, generally the most powerful state in India.
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Does anyone know what happens to colonial nations if you integrate their colonial overlord? In my Italian game, Castile has been in a personal union with me for over a century. If I were to integrate them, would Castillian La Plata become Italian La Plata, and so forth? Or would they become independent, or something else?