Pushed into a tiny handful of provinces, regularly bothered by backstabbing Englishmen to the South and generating barely enough cash to keep the Shetland Islands clean, prospects for 16th century Scotland weren't good. And yet it was the first country to discover and colonise both North and South America. Go figure.
Of course, it was cheating a little. Thanks to me, the power behind the Highland throne and bringer of geography from the future, Scotland knew full well exactly where it had to go to discover America. To any other nation, the Scots pouring their entire GDP for about 50 years into constructing one little boat that would sail the apparently infinite ocean blue must have looked like insanity. They grovelled, they begged, they thinned the royal blood with countless foreign marriages - anything to stop other nations invading them. All Scotland had was that one little boat, going nowhere ever so slowly. It was a joke of a country. That was before it found a whole new continent, and promptly filled every inch of it with Scotsmen. And my God, I was proud of it.
Europa Universalis looks incredibly dreary, plays agonisingly slowly and is so unforgivingly complicated that I had a panic attack while playing through the tutorial. And yet, it's capable of inspiring immense self-satisfaction. It's a strategy game without any prescribed goals - your victory is what you want it to be. Mine was colonising America with Scotland. Yours might be invading France, taking over the entire planet (all 1700 provinces of it), establishing a merchant empire, or all of the above. It's very, very hard to get into, but its impressive openness means it offers a personal experience very rare from strategy games. The most immediate comparison is Civilization - both posit the player as an ageless, formless national leader overlooking a world map, managing matters of military, economy and diplomacy, and taking an awfully long time to get anything done. Civilization though, that you have to win. Yes, there's some pride in being the fourth-best nation of 12, but you're still a loser really. EU3 lets me win on my own terms.