Without being even a half assedly read on parthian history, i would say;
In the start of the game they were just a (or part of a?) tribal confederacy of iranian speaking steppe nomands (related to scythians and sarmatians etc.). They would have mostly lived on the steppe east of Caspian and west of Baktria rather than in northern Iran.
I doubt they were particualary rich, although there prolly were some decent settlements on the deltas of whaterver-darya rivers. And some trade routes from Baktria would have passed through their lands too.
But from experience, what generally speaking made it possible for steppe nomands to topple/threathen large empires was their vigor and military capability combined with large spikes in manpower avilable for invasions when the steppe got crowded. Wealth didn't have anything to do with it.
The system of the "grey" unowned provinces and the hordes which Johan described might make the steppe quite intrestingly. BTW does anyone know if nations like parthia and roxolani are on the map at the start in the first place? Or are they something that can spawn when nomand hordes from area x settle at area y?