Crimea is a fun spot just because you're surrounded by a mix of bigger blobs so you can play the politics game against them all at need. I've done things like have an heir educated to Islam to marry an Abbasid princess and then waited for the populist revolt to reform right back and keep the alliance. Intrigue is fairplay too, if you seduce, abduct or murder the right folks you can put your dynasty on the thrones of Belgium, Hungary, Khazaria, Russia, Byzantine and Abbasid all without leaving the comfort of your little corner of the world, and since you start with two feudal counties(Kerch, and the Azov duchy capitol) you have to pace yourself to build up the region, I used stacking culture modifiers for trade ports to turn Crimea/Azov into a miniature powerhouse that I could terrorize all my neighbors from. Ideally, I'd only conquer another duchy in the case of an accidental son towards the end of a reign so that my primary heir could keep Crimea/Azov. Really wish I could have that 2 duchy spot as a de jure kingdom with nothing else.
Kingdom of Daylam when I yet again do a zoroastrian Persia run.
You can form it with 10 counties and survival is your first mission, as you border the Abbasids and the purple endboss blob.
Hmmm, I haven't done a Zoro run ever. I did a Yazidi run by starting in Sibir with a custom character and conquering my way down, being able to raid because tribal but fast conversion because reformed was pretty op, but that was back in like 1.1
Restore the Kingdom of Cornwall.
You can do it with the duchy of Cornwall alone. But also have Wessex and a third duchy bordering there.
I did this early on as Haesteinn, and then converted to Islam to form
The Kingdom of CamAllaht
Custom Kingdom of Hesse.
The county of Nassau is my home region including my hometown! So going for Duchy of Hesse and then a custom kingdom!
Isn't there a Gold mine in Thuringia? Be useful to add into that custom kingdom, I had Hesse as part of an Asatru Filkrate run where I took over old Saxony and flipped it to Norman/Asatru before I eventually reformed the faith. Super fun but, in the end, it definitely ended up not being tall-play.
What I yet have to try for an "ultimate tall play":
Having those tiny two county kingdoms of Venice, Crete and Cyprus. Then conquer additionally 74 counties without having any additionally kingdom. Forming now a custom empire should give me an empire which consists of 6 de-jure counties only!
That sounds pretty large, but could work out fairly well for a King of All the Isles type run. That does remind me that there are Krete and Cyprus for small kingdom play as well, though
Latium have the highest average development starting, and is very easy for Hæsstein or one of the Scandinavians to take right at the start of the game. I would take the entirety of Italy and slowly integrate all of it into the kingdom of Romagna, before I attack everyone else and restoring the Roman Empire.
I've done the Latium run a few times, it's fun but I always end up blobbing instead of staying small. Even when I tried, very, very, very hard to only have the absolute minimum in required territory for Roman Revival.
I find myself coming back to Iceland a lot, I think the challenge of trying to revive dead cultures or even just surviving there is pretty engaging with the constant stream of adventurers. Feels satisfying to develop your provinces and build up your retinues with how restricted you feel on the edge of the map. Starts in Sardinia and Lanka can be fun but tend to usually just be a rush to build farmlands. I've tried Venice and it just isn't worth it IMO since you can't take advantage of the Doge's Palace and just feels strange without any merchant/trade mechanics.
Republic Italy, can't get enough of it.
Done right, you get obscene amounts of money and a hyper-stable realm. If inflation were a thing in CK3, I'm sure I'd have caused it by now.
Iceland could be fun, I don't think I've done anything there except try for a perfect circle(and eventually gave up out of boredom) but trying to turn it into the worlds biggest Ice Fortress like I'm superman could be cool. Republic play is pretty fun when I play it on MGR mod, but it is fairly broken. I also try to avoid that area since I tend to turn into a Papal-shredding murder blob the first time some catholic ruler tries to interfere with me.
Siberia, because it has no place being developed at all. Makes it all feel a lot more worth your time
Hmm really feudalizing Siberia? I've never tried that. Could be a fun distraction until I surrender to the Mongol Horde

I usually game the system to feudalize tribal now that VA are a thing(you can do like a VA to Frisia, then conquer Visby and feudalize it, make it your primary and use it as a feudal base in Scandinavia for example)