The ability to form the Austro-Hungarian empire out of Hungary and Austria. Something I was making on the HPP mod for hoi3, got pretty far but ran into to problems with the triggers. After playing hoi4, I will almost certainly try to make such a mod again. Having Austria-Hungary in ww2 is a lot of fun.
On that subject I would probably go all out with those idea's and make a formable United Kingdom of the Netherlands, which will include Netherlands,Belgium and Luxemburg. A great Germanic Empire, like how Hitler actually planned to unite all the "Germanic people" under one German nation. Perhaps a Scandinavian union. Because EU meets HOI is alway's a good idea
Also, as I did in hoi3, I will make myself a political figure in the game... with picture ofcourse

but I shall not put myself in any mod that I might share, if I ever start sharing the crappy mods i make.
Those a but a few of my random ideas for modding. Unlike hoi3 I guess I will no longer have to mod the affiliation of nations like a communist Netherlands or Fascist USA, as it seems like it will be possible to achieve this through in-game means.