United Kingdom - You can take part in WWII or simply stay out of it and turn your back on every else and focus on using your empires reach to strike at some of the more luxurious countries that the other powers can't. You can also just befriend Germany and you two go nuts on the rest of the world who will not be able to do much to you as you are two super giants with your backs to each other

Make sure you do the Great Purge right and set up a fall back line on the Western Front in a terrain which is an advantage to you to lure Germany in and massacre their divisions on your terms and not on Hitlers Panzers terms. Russia - They can be easy if you take a few precautions. As of the newest DLC you can also flip to Democratic and aim to establish the European Union (No joke) through friending your neighbours You can forget about the Western front altogether and only war against the Eastern powers giving you access to Russias manufacturing capabilities without angering the Allies. Germany - Putting aside following history you can actually do things differently to make life easier on yourself and gain more power. There's also the fact if you flip to fascism then you can go warring against the rest of America who will stand no chance against you as most don't even have actual navies to defend themselves with. United States - The go to easiest one as once you end the Great Depression you have an unmatched industrial base to start producing equipment and thanks to the new infastructure mechanic allowing you to increase resource production through infastructure level you can basically save yourself a bunch of civilian factories by going self reliant. All of the 'big countries' are the easiest depending on how you wanna use them

Hearts of iron 4 easiest country