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Argentina > It's also quite a small nation, so it's pretty much impossible to conquer the world as a beginner, but you can definitely take them as a training nation for battles on a small scale. unlike spain you've to also build up an industry early on and then you can wage some wars in south america. It just gets way harder, once the USA wakes up, which will most likely be the end point for a beginner down there. Switching off historical mode might give you some more time, if you're lucky with the USA not taking the peace based focuses
Japan > They're pretty much the only major nation in asia, once the russian enter the war in europe, so you can concentrate on war against smaller asian countries or Australia early on. You even get the opportunity to fight a war against china quite fast, where you can also learn the basics of naval units and naval landings, as well as how to overwhelm a weaker country
Germany > has quite a good industry and military, so it definitely allows for some more mistakes than other nations (especially on lower difficulty settings). Can get quite overwhelming later on though, if you need to fight on 2 fronts
Italy > They're not really that good in singleplayer in my opinion, but are a great beginner nation in coop-multiplayer, when you've a friend, who plays as germany. That way you can try to learn some mechanics, while having a big friend nearby who can help you out, if something bad happens.
USA > It's very easy to play them, as they literally don't really do something else besides building stuff for several years. You can however fight against all the minor nations in north and south america and might learn something about it. Most people however say, that this country is a littlebit boring, so i wouldn't really recommend them
Navy Modules are added with a DLC. It's propably better to just start without it to have the much simpler ship designer.
It gets some good buffs and have a great starting industry with plenty of manpower to build a good army. You can also get away with ignoring the naval system when playing as Germany since they don't really need it for anything which takes a big hurdle out of the initial learning since you can put part of it off until you get the basics down. Its focus tree also gives you some good expansion choices and a bunch of free land which makes for an interesting and fun game too. All the focus paths are pretty similar, fascist is stronger early game but monarchist has greater potential, democratic doesn't have the potential of monarchist or the starting power of fascist but it's still very powerful.
Some other solid picks are: Japan which has a heavy emphasis on the naval system, plenty of expansion options and again some good buffs which make them powerful with all focus paths being similarly viable. USA, boring since you spend a long while doing nothing if you go the democratic path and the others aren't much better, but they can become one of the strongest nations in the game due to their industrial potential and their manpower as well as being safely protected by two oceans so it's hard to fail. UK, like the US they have the water to protect them and while they start off with some nasty debuffs they can become pretty powerful especially when taking certain paths and they're really fun to play as.
There is no bigger humilation. Guess I will go back to EUIV, lol.