Good advice from both of Taedius and Arjos. Starting with the Romani will let you find out whats new and also let you get a feel for what level of difficulty you want to use. Then I would suggest you give the Karthadistim a try. They have quite a few regions, which isnt too good for a starter, and they have a big navy (most of which you need to scrap asap), which isnt relevant to the Lusotannen initially BUT they are in Iberia and they will be a major enemy for your Lusotannen. Playing them will let you discover their strengths and weaknesses and give you a feel for the terrain too.

Finally, a word of caution, this can become addictive!!