Rosacrux's advice is better than mine in that its much easier to start as a duchy or king. but i also wanted to start my first game as a count with just one county, which i'm still on. what i had to do was become a vassal. in my case i was a vassal of the king of germany. and then once i had a claim, i attacked somebody outside of germany, say a french county. then i let france and germany duke it out while i conquered that county and then quickly made peace with france while they were still fighting germany. its very finicky and with bad luck and a mistep can backfire in an instant. but i got enough counties that way to become a duchy, and then i invaded some muslim lands again backed by my overlord the king of germany. that german king was like a second father to me. always backing me up when i got in way over my head, losing thousands of troops and money just so i could gain a measly little county with a couple of hundred men. i wept when the mongols killed him. but thats another story.