Play with whoever you feel like, really. Seeing as you're still quite new to the game, I'd keep sticking with relatively easy choices though (bigger/"safe" nations), so you don't bang your head against the wall with a smaller one who's right next to an aggressive enemy (like Byzantium). Thankfully, you can do quite well with practically any country in the game as long as you secure some good alliances to keep your opponents away.
I've been going after achievements on Steam for a while, because it gives a sort of goal in each game. Maybe you could look at some of those.
I've been going after achievements on Steam for a while, because it gives a sort of goal in each game. Maybe you could look at some of those.