Belgium is a really good first nation because you have a big head start in industry and have protection from Britain so you should be pretty safe from outside threats. If you want to be a big colonial power you have to be able to compete with the other great powers. This will be difficult because you don't have an easy path to gaining colonial points (If you don't have the HoD DLC, this doesn't apply though). I recommend that you either conquer foreign states to gain new ports or maintain a large navy (capital ships give you colonial points) if you want to be competitive in Africa. Another thing to keep in mind is that you might not be able to reach the Congo from your port in Belgium, so it might be prudent to conquer some Moroccan land before the scramble for Africa begins so that you are on the continent already.
Other than that, Belgium should be an easy first nation to play as. Don't ignore your industry, as a strong industrial base is essential for Belgium if it wants to be a great power or stay as a secondary power (If you aren't a secondary power, you can't colonize, so you need to be at least that). If you are a secondary power, try to get sphered by either France or the UK (or Prussia/Germany, but I don't think they ever pay attention to Belgium), and if you are a GP make sure to sphere countries with coal like Netherlands, Switzerland, Spain, etc). Good luck!
