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- England (you are on an island, start out with a massive navy, and have military superiority over the Scots).
-France. They are arguably the most powerful nation to play as due to their insane ideas and events. It is easy enough to stay powerful, yet France has enough bad events happen that allows you to learn how to manage your empire properly.
-Castille. They are pretty powerful, and you can get your ropes around exploration and colonization.
-Vijayanangar. That is the yellow kingdom on the southern tip of India. They are a good start if you want to be one of those "emerging" powers. They got pretty good national ideas, start out with a good army and very small kingdoms to vassalize, and are situated in the south of India, so you only need to worry about what is north of you.
-One of the three Manchu tribes. Jiangou, Haixi, or Yeren. Like Vijayanangar, they are a "go from small to big" kind of faction. The beginning is a little tricky (get an ally immediately), but after you conquer the various tribes around you, got got special decisions that allow you to easily conquer all of China to form the Qing dynasty.
-Cusco, though maybe with El Dorado DLC turned off due to Native mechanics. You start out relatively strong, and you just conquer all the kingdoms of the Andes. You form the Inca, and then just wait for a Western power to swooce right in to start westernizing. On Easy difficulty, the Western powers should not be heavily inclined to attack you, giving you time to friend Britain or France (Spain and Portugal will always hate you), and you can become very powerful due to you basically owning a huge portion of the world's gold.
-Venice is also good, if you don't mind being picked on a little.
You're basically free to ally Spain and other medium powers around you and smash Morocco and Tlemcen to little pieces. It's also the #1 colonizing country so that'll teach how colonizing works, plus you can always bully the primitives which should help you learn the ropes.
Slightly more advanced players will find it easy to turn on and eat Castile. France is a very useful ally in this operation. After that you're already close to being the top power in the world.
France is of course the first choice for a beginner. I suggest taking Humanist ideas if you don't have a better plan, it saves a lot of hassle in managing an expanding country. You should pick several military idea groups when it feels possible: Offensive, Aristocratic, Quality, Quantity. Pick any of those to begin with and try to get as many as possible of them in without ever running behind in military technology. Try to ally Austria and/or Castile, not declaring them as rival unless they rival you first. Fun fact as France: You can fabricate a claim in Brittany starting on day 1 and declare on them as soon as it finishes, then full annex. And no one cares!
Brandenburg and Sweden are fun to play since they get strong military buffs in their national ideas. Combine with Offensive and Quality ideas and their troops become hilarious death machines. Both of them have a starting position that's not quite as easy as those mentioned above, Sweden being the easier of them. Start improving relations with everyone around you and once you have England, Scotland, Livonians, Teutons, Pomerania, Novgorod, etc. anyone and everyone you can get to support independence, it becomes easy surfing from there on. As Brandenburg you need to understand and be able to work around the coalition mechanic and have a plan to conquer key provinces without drawing the ire of the Empire. They're pretty weak in the early game, especially for a powerhouse nation. I'd say they're a medium difficulty nation because of this, but they become way overpowered in the later stages of the game by the time they are a Protestant Prussia.
I've only ever tried the 1444 start so I'm not familiar with the later start dates.
I recommend to play Daimyo, when playing Japan. Its way faster and more rewarding.
Hell, Korea is easier to start as.