I recently bought the game and played around with some countries but I want to do a serious save with Khmer, is this recommended for a beginner though? What challenges will you encounter etc.?
Khmer is definitely not a beginner friendly game.
For an absolute beginner I'd recommend playing with Cyprus to get used to the diplomacy/economy stuff, and Castille or England for the war and expansion stuff.
I dont know since I havent played them since the Complete versjon, but I would think that wouldt be the best country to have a first time with, I would suggest a middle-strong country in Europe or a strong country in Asia, Europe like England, Castille and maybe Ming or a Japan minor in Asia, when you get a little more into it then you can try whatever you want, its not so fun at the start cause its things you have to learn but when the basic is learned or even before that then its really fun in my option