Here's some thoughts based upon your post and the nations I've played:
1. Daimyos: I've played as Nanbu (northern Japan, blue) which has benefit of a defensible position. It was one of the first ten countries I played and it was a fun game. You can quickly grow in two directions (Ando and the Ainu are easy to defeat). Uesugi usually becomes your first significant opponent. I've never played Uesugi but they do seem to grow fast. They are surrounded on all sides and might be a better choice for a later game. Another good choice for a Daimyo is the Shimazu who also have a clearly defensible position. (Edit: Also, check the idea groups on the Daimyos. All are good but some are really good.)
2. Other Asian nations: Another of my early games that was fun was Ayutthaya, a nation on the Thailand peninsula. There are some smaller nations surrounding you and you can take exploration as one of your early ideas and grow out that way. It was a bit more challenging than the Nanbu start but that have just been my random experience.
3. Holland is fun. Lots of boats, exploration and if you form the Netherlands you get to paint the map orange! I didn't find it awful hard but a nice challenge.
4. For a first game, Muscovy is a great choice. You will learn how to manage vassals, you will learn combat in a "safe" environment, you learn diplomacy. You have special units. Muscovy is one of the easier starts in the game - much easier in my opinion than Castile - so you can learn the mechanics and grow without worrying about getting destroyed by rival.
Some other general advice: Pick a nation you really want to play. Otherwise, you're likely to play for a few hours and quit. Don't give up if something really bad happens (you lose a big war, you get attacked while you're crippled). You'll be amazed what you can accomplish with a little diplomacy and a defensive war. Whichever country you choose, set a goal to play at least 100 years in (I used to have a horrible habit of restarting and I missed out on a lot of fun of the game).
Good luck!