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No idea

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I have played EU III and hoi 3 quite a lot and now I am going to start my first V II game (haven´t played V I) and I have no idea at all about what nation to take and how to play, so I would like some advice:

1. What are good nations to start with? something not very challenging and not too overwhelming (I mean, with too many options).

2. Some general advices?

Thank you
 
I'd say Japan is a good place to start, even though it's an uncivilised nation at the outset. Following the requirements for civilising gives you some short-term goals, while its social, economic and military position are all very good. You'll also be safe from attack by the great powers as they generally concentrate their efforts elsewhere.

General advice would be:
  • Use your national focus to encourage soldiers in your most populous state - you'll need a military score of 80 to westernise, but note you don't actually need to build troops to do this, just to have the soldier POPs required to build troops
  • Build a fleet of four clippers and four infantry - these will be used to humiliate your fellow Asian uncivs. Good targets are Bali, Atjeh, Johore and Brunei.
  • When your troops and ships are ready, declare war on one of the uncivs. Do not declare war on anyone protected by a bigger state, and certainly not a European state. Pick the humiliate war goal as this is the most efficient in terms of prestige/infamy. You'll need 30 prestige to westernise, which means 6 humiliations at a cost of just 8 infamy.
  • Research goals should be the techs needed to westernise (you can find the list of these by hovering over the decision in the politics screen, but they are Rights of Man; Publishing Industry; Freedom of Trade; Private Banks; Post-Napoleonic Thought). Researching Rights of Man first will give you an extra national focus which you can use to encourage soldiers in another state. Freedom of Trade will give you even more money and you should go for this fairly quickly.
  • Budget-wise you should look to fully fund education, administration and the military for the time being to encourage higher literacy (and thus research), more bureacrats (and therefore better tax take) and more soldiers. Increase tax on the poor if necessary to balance the budget, but this should be easy as Japan is rich.
  • Having done all this should be enough to get you in a position to westernise by the late 1840s/early 1850s. Once that's done, switch to a political party that allows state capitalism (the Court Party IIRC) and build a cement factory in every province. That should give your capitalists the seed corn funding they need to industrialise. Keep subsidising the factories until they are well established.
  • After this, the world's your oyster. Depending on how fast you achieved the above you could be a Great Power by now, which will give you the opportunity to learn the SoI mechanics.
 
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I like Switzerland to learn the economy, it has a strong base economy. Make sure to keep up relations with Austria, France, and Sardinia at 200 (in that order).