[quote=@LordZell]
Oh and what about the Holy Roman Empire would we play as one of the elector states or as the emperor if we wanted? Also, what if I was more or less interested in being a vassal lord?
[/quote]

All those options are open as long as 1.) you don't make up characters, and 2.) There's a player nation right next to yours.

Remember the rule against picking a nation not bordering a player country!