[@Commodore] Some good questions 

1) Assume that, for the sake of the game, that area simply doesn't exist. Maybe it's too hot for armies to march, or its infested with bloodthirsty tribes, it's just a no go area. 

2) Religion is entirely up to you! You can obviously use actual religions directly, or as a base, but it's all up to you in the end. 

3) If a Province is unclaimed, or claimed but unoccupied by a Fleet or Division, a Fleet is able to take that Province without needing to transport a Division. 

4) For sake of simplicity the small unmarked islands do count as parts of a province. The province they are part of is normally quite clear, as they will be close to it, but the further out ones, just look for the closest province. Consider them too small to be occupied though, and so you cannot land there.