Well, I'm sure others have their own opinions on what nations would work for you best, but based on what you've described I can think of the following:
1. Normandy, Poitou, and Orleans are all French states with no immediate threats or wars, and would likely be pretty good for a starter. Orleans has had quite a lot invested into its infrastructure lately, so it's probably the one which a new player would find most dull for the time being. Normandy and Poitou both have interests in Burgundy's colonial holdings, plus enough EP to actually matter when it comes to doing stuff. If, say, an aggressive nation were to do something in France in June of 1934, after provoking an incident, both Normandy and Poitou could do quite a bit of diplomacy and negotiation with other players.
2. Portugal: Recently Portugal has been obscenely wealthy thanks to booming aircraft and naval industries and exports. A highly neutral nation, but with plenty of income in recent years, there's a lot that could be done here, if you choose to do so. There is a treaty restricting its navy size after an unfortunate jaunt into Jamaica, but if you're interested in the design side of the NES ruleset, this would be the one I most highly recommend.
3. Hungary: If you definitely do want some sort of military action eventually, this is the one I'd recommend. They have plenty going on domestically, and are currently close allies with Russia and the Roman Empire. When/if a war breaks out between Russia and Germany, Hungary will likely be on the center stage of the conflict.
4. Hispaniola: Underdeveloped domestically, this island nation still primarily relies upon a plantation system and agriculture for its wellbeing. While it has been gradually shifting to tourism, its agriculture is the heart of the economy, and living standards are pretty low for the majority of natives. There's definitely plenty that could be done here, but don't expect much activity aggressively or militarily.
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