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digital_soda

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I like playing as Malacca.

I second playing Malacca if you haven't. It isn't really as easy as he makes to out to be, but it is a lot of fun.

Aquila is fun as well, imo. You can get missions to gain a core on Venice netting you own your own CoT, plus you start with two gold provinces. You can become quite the compact little powerhouse, or sail off to discover the New World.

Astrakhan is good too if you don't mind a little late start date. You're a single country CoT nation in the middle east and can join the Mamluks or the Ottomans (or both!) in waging war on your neighbors.

Korea is popular for good reason. You have Ming to protect you, can gobble up Ryukyu pretty easily, and are in a good position to colonize yourself.
 

Dustman

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Manchu is bit hard to start and will have large money issues if going colonization route. But it's quite manageable and fun.

May two favorite nations, however, are Morocco and Poland. First is well suited for trading, colonization and conquest, in no particular order, plus Iberians love you (and your lands). Second has very interesting position and can both become the Emperor or simply dismantle the HRE, conquer or convert/vassilize Russians, and colonize a bit into the horde lands. I love focusing on production as Poland and completely avoid colonization. Poland was fun in previous EU titles as well.