I wait a long time before going independent king though, so at that time I often have a large and good army, several companions and I'm high in levels myself, so I can often cope with trouble that I wouldn't be able to cope with on a new character. When building my own kingdom, however, I will nearly always try to go for Swadian lands since their soldiers (Cavalry especially) is tonnes better then the other options, and as long as I can defeat any other single army on the field, taking their cities and castles will become much easier. Rhodoks is only bordering two potential enemies at first and will be better able to cope (Most of the time). That means that Swadian villages often have trouble with enemies plundering them and that is a hard blow to counter for a starting player. My other point is that Swadia is very central and I haven't seen a game where Swadia survives and flourishes unless I join Swadia, since it will often be under attack from every possible direction. In my experience the best country to start as is Rhodoks because their infantry is very excellent (And Swadian Knights are very expensive), so unless you want to join another faction I'd start in Rhodoks and build up from there.