I use to think of fun things to do, usually with small nations. Here are some plans I still have:
- New game with the Netherlands in common sense, following rules for myself:
Only take provinces in the low countries + Calais and Rethel, they are Flemish and Wallonian, my cultures next to Dutch.
Stay into the empire by becoming the emperor before forming the Netherlands (I assume you don't get kicked out then

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Be a colonial empire and protect the German lands of the empire with fun wars in the mean time
- Brittany, finally with the going tall option it's a nice option. Just stay Brittany, go colonial, maintain my start regions, perhaps take Anjou and Poitou, not much more though, wanna go tall.
- Colonial empire with Genoa, take Crimea over, take out Aragon, move through Tunis into Africa, invade the middle east. Fight off Russia and the Ottomans eventually, take over the middle east and whatever may come on my path. Not much plans for expansion into Europe outside of Italy, but taking over Africa and Asia by taking control of the mediterranean and move east, either north of the Caspian sea or South of it that depends on what oppertunities I get, I guess taking out Tunis and after that the Mamluks and then colonise through the red sea would also be an option.
Ultimate goal, pullling as much trade through the middle east Crimea to Alexandria node, towards Genoa, instead of arround Africa or through the Caribean. Also possible to do as Venice,but allready had a venice game and somehow I've got interested in Genoa when they conquered the entire Crimea in one game of mine, so I want to try and do that to, take out Circassia, Golden Horde, Georgia and just go crazy over there
- Riga form Courland, build a nice balkan empire, take out denmark / sweden eventually, maybe even Russia and go colonial late game when it's allready colonized by the big colonizers for some fun late game competition in the America's (being there first isn't as much fun as being there late and fight for the last spots

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- Tunisia, islamic conquest of Europe game and eventually the new world if it's possible

Not really planned out much, probably one for sometime in the distant future..
Now most of the time I just think of fun countries to play suddenly and I remember them. The Netherlands is the country where I live, I've played them as the very first country, but haven't played them now for a long time and with the going tall feature it looks like fun to do again. The others mostly because I noticed those countries in other games. Brittany doesn't get smashed as often anymore since patch 11 or something. So I saw them colonizing and thought, that might be a fun project. I've seen Genoa conquer the Crimea several times and thought, that would also be fun to do myself. Also I guess Genoa can be a challenge early game, with a small army and very spread territories. Riga I thought of when I saw ddrjake getting beaten by them xD And well Tunisia seems the most fun country to invade Italy and Spain, also for the Carthago achievement, if I'm finally gonna play a berber nation, it might aswell be them.
Maybe you like one of my ideas, otherwise just look arround a little bit and try to think of fun goals, I can't wait to play all of mine, so I'm probably bussy for the next half year accomplishing all the above xD