Paradox's own DDRJake is streaming Space Ryukyu. He's apparently been at it for over 5 hours.
Probably should give that a try next time, I've always picked Sweden for... uhm... reasons. Starting as one of the bigger and more powerful empires feels like its gonna be a heck of a lot more initial management though which is why I never tried.
Sweden is actually a really bad start for beginners, since you have to be familiar with the mechanics of overlords and subjects at the very least. And while they do pack a punch, they're surrounded by nations they can't easily expand into; while Norway, Denmark and possibly Novgorod are easy pickings, once you're through those you'll be facing England, Muscovy/Russia, and/or Poland-Lithuania, all of which are strong opponents that might make it hard for you to get a hold of the ropes. And of course directly south of Denmark there's the HRE which is a pain in the ass to go through.
I suggest to begin with the Ottoman empire. They will allow you to get a hang of the basics very easily, since they're such a powerful nation and in such a good position to expand easily due to having several small nations around them they can eat. Try things out with them, don't be afraid to save-reload/restart your game a few times until you feel you understand how things work, how things react, etc.
Once you've got a hang of the basics, I do also suggest Portugal. They are in the prime position to basically do everything: Conquer in Europe, Conquer in somewhere else but Europe (Africa), not conquering at all and focusing on Colonization. You can stay entirely neutral within the European goings on or throw yourself into the midst.
Muscovy too is a very solid choice like that. Once you've taken out your nearby smaller rivals such as the hordes and Novgorod, you can either involve yourself in Europe or colonize Siberia and overthrow the weaker Asian nations.
I heavily suggest against France, actually. While they're really powerful, they're surrounded by enemies, and if you're a beginner and don't know much about the game, you're going to get bent over by them. It's really difficult to manage France if you're not familiar with mechanics like aggressive expansion and such.
Also, watching streams/YouTube let's plays can be quite enlightening.