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In Campaign mode, you get to choose nations you wish to play as. The nation you choose can have a big impact on how quickly you can become rich. Great Britain is a very good choice for players that want to get rich as quickly as possible due to the large number of ports you start out with. Spain also has an advantage because of trade routes and having neighboring countries that possess huge influence (like France). If you're new to the game, it's best to choose an easier level to give you time to get used to the game system, menus, and features as you go on.
Start a campaign. Choose a strategic region for campaigning.