Stalin and Mao were two of history's greatest mass murders. Brennus and Boudica are stretches for leaders at best. Sitting Bull was really a very minor leader in terms of many of the other civ leaders, since the only thing he really oversaw was the eventual subjugation of the native American peoples. The list goes on.
1. The one that really irritates me is the inclusion of Ragnar (IRL, a pirate, or possibly not even a real person), leader of the Vikings (a profession, not a historical culture or country). As far as I'm concerned, it should be Harald Bluetooth or Canute the Great of the Norse, with "Viking" as the unique unit (a supercharged Galley?)...
2. The Celtic and Native American civs are just silly. Break them down into several ones that, you know,
actually existed as cohesive political units. They should've added Iroquois, Sioux, Navajo, Cherokee, etc., and Ireland, Scotland, Wales, etc. (or at least Ireland, Gaul, and [pre-Roman] Britain, which the combined "Celts" appear to specifically represent) as several mod-makers have since done. In both cases, I think Firaxis was trying to get more diversity and ended up with comically sloppy research instead... and with the monolithic cultural mishmash of Polynesia in Civ V, they're doing it all over again...
3. "Historically important" ≠ "good person" by any stretch of the imagination. Yes, Stalin and Mao were two of history's greatest mass-murderers. They were also long-reigning and influential leaders who brought their respective countries back from the brink of collapse and into the position to match or surpass the other great powers of their day. They were evil people, no doubt, but, like their fellow Civ tyrants Genghis Khan, Isabella, Shaka, or Montezuma, they were famous, effective, and influential. I would argue that, if it weren't for the bans on Nazi iconography in certain countries, Hitler would and should be in the game, too.
4. OTOH, "historically important to a country" ≠ "leader of that country". I always thought it was weird to have Gandhi as a leader for India rather than his contemporary and friend, Prime Minister Jawaharlal Nehru. Similarly, as pointed out ad nauseum, Hannibal was not a leader of Carthage. If I'd designed it, I would've made Nehru and (based completely on their Wikipedia pages, as I am not a historian) Mago or Hamilcar their respective leaders, but Gandhi a Great Prophet and Hannibal a Great General instead.