A game as in-depth and (literally) open-world as Victoria 3 will never be easy. This game's mechanics really cover just about every political, financial, and personal issue that has come up through this time period. But we all have to start learning from somewhere.
At the beginning of a new game, not every country or city-state is available to play, but of the hundreds that are, some objectively have an easier time running things. If you don't know much of world history between 1836 and 1936, it might be difficult to guess where tensions and alliances will likely rise. This list provides some ideas that keep it simple for those just starting out.
The country you play as during the tutorial, Sweden makes sense when deciding where to start building your empire. In 1836, Sweden wasn't subject to invasions, battles for land, or any real threat from the outside. Even as a minor power, you would be surrounded by prospective allies such as Norway, which is a great stepping stone to increasing trade with other countries.
Without any colonies to worry about, Sweden is a great way to gently learn the mechanics of the game while improving your GDP, building up commerce routes, and learning what each political party can offer your government.
If you're more interested in getting to grips with the warfare mechanics and don't want to worry about resources, then Brazil is a great country to start with. As the largest power on the southern portion of the continent, Brazil has plenty of cores in neighboring countries, providing an easy way to access new resources. When you start out, there are already two easily winnable conflicts happening which can earn you an early lead.
You'll want to build on the quality of life for your population after that, including focusing on literacy and encouraging the development of philosophy. It can even be a big industrial power later in the game. As the Brazilian Slave Trade wasn't abolished until 1888, this is another aspect of the country that a newer player can devote their attention to with little risk.
The only great power outside of Europe, with control of a huge amount of land on the American continent, the USA has immense potential despite seeming a little lackluster to begin with. New players may not immediately jump on this country due to its small population. Immigration is a huge boon, however. And if you want clear goals to follow, the journal provides plenty when running the United States.
There are plenty of interesting internal conflicts between political parties and indigenous peoples, and further colonization of the surrounding areas is pretty straightforward if you want some practice. Furthermore, a number of country-specific events occur when running the USA, and most people will be familiar with its history if you'd like to repeat it. One of the game's goals for the country is to claim 49 states by 1936, when the game technically ends.
2/5 The Kingdom of the Two Sicilies
Right in the heart of Europe and close to the African continent, the Two Sicilies make up the end of modern-day Italy's boot. Trade routes in this area are plentiful, though the potential for declaring war or stalking out colonies can be a little overwhelming. For newer players, you can try to follow the goal of uniting the minor states nearby into one big Italy or reaching across the Mediterranean Sea to start some cores in other countries.
Starting out, your GDP may not be high ranking, but Two Sicilies' military is promising, especially the naval aspects due to the sheer amount of coastline available. This will be especially important if your goal is to succeed where history failed and declare the Kingdom of Italy without Sardinia's input as part of the Risorgimento quest line.
Regardless of whether you are brand new to the series or a veteran player, Russia is set up to rule the world from the beginning. Due to the incomparable landmass available, a huge population, a variety of resources, and the best military you could ask for, Russia can handle just about anything the rest of the world throws at it. With this country, you will encounter a lot of internal and external conflict. However, the opportunity for growth here in every aspect of the game means that as long as you have an idea of what you're aiming for, it's going to be very difficult to fail completely.
There is a lot going on in Russia, especially due to religious arguments and low literacy. Even so, overall, it's an incredibly forgiving country that a new player can really get their toes into.
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