You want a country with lots of production capabilities to give you a wide range of options, but without a starting posistion that is difficult to manage (China) and without the need to fight on multiple different fronts (Britain).
Someone said Italy earlier, and that is a good choice. The Spanish Republic is another good one since the Spanish Civil War makes for a great way to learn the mechanics as both sides are evenly matched and small, meaning you don't have that many units to manage.
Turkey is also an excelent choice, because they have a decent industrial/resource base, but no obvious enemies, and lots of freedom to do what you please (and with one really big exception alot of weak neighbors)