Playing as a Minor Power
In short, you can't play as a minor power.
A more detailed version:
The Netherlands, Tuscany, Italy and Switzerland are all satellites of France, so they can't do anything on their own.
Wallachia, Moldovia, and Egypt are satellites of The Ottoman Empire, so they too can't do anything.
Denmark cannot attack Sweden, the only possible country that they could possibly go to war with, because they'd get beaten harder than eggs.
Portugal is unable to do anything because It's completely blocked by Spain and its ally, France.
Morocco is basically just food for Spain.
Tunisia and Tripolitana, while independent, have absolutely no room to expand, beyond cannibalizing each other.
Sicily gets invaded by France in the first five minutes of the Game and has nowhere to expand.
Piedmont can't expand anywhere, because it's either have to fight Sicily, which quickly becomes France, or Italy or Tuscany, both of which are satellites of France.
You could play as the pope, but good luck conquering anything while surrounded by satellites of France and Sicily, which is stronger.
Bavaria is bordered by the way stronger Austria and Prussia, and the equally strong hesse. It can't take over the HRE territories or Saxony because both are satellites of Austria and Prussia, respectively. And the small German states get their independence guaranteed by a huge country almost immediately, so declaring war on them is suicide.
Everything I just said about Bavaria can be applied to Hesse, with the difference being that Hesse can actually take over Nassau. It has no moves after that.
Mecklenburg, Baden, Wurttemburg, and Nassau are all too small to take on their neighbors.
That is every minor power in the game, and they are all impossible to win with.
I guess this is how it was designed. The game forces these nations to be pawns of bigger powers to reflect the real geopolitical situation at the time.
I still think this is a great game. Just don't try to be the little guy, unless you like being trampled by the big boys as soon as you do anything.