As no doubt Dale could tell you, technically, it would not be all that difficult to add a new nation (for example, the Swedes or the Poles) since the methods and procedures are already in place for nations. However, for a native nation to do as you wish would be much more difficult. The programming is based on the concept of a father/mother country establishing colonies which then move to independence and revolt. Since in your concept there is no mother country to rebel from where would you get your immigrants, with whom do you trade, etc. The programming simply doesn't allow for an independent nation from the beginning.