The British Isles is, personally, one of my favorite starting points in the game. The majority of the starting positions are independent and small nations that are all Christian, developed, and easily playable. WARNING: This is NOT a guide to playing as England. The advice and tips following are for the more petty kingdoms, duchies, and counties in the Isles.
Wales is my favorite starting position out of all of them because it is, for the beginning of the game, safe from invasion from any major power and the Kingdom of Wales (Brythoniaid if you are Welsh) is small enough to be easily formed with a few well timed wars. At the 1066 start, it is divided between two decently powerful independent dukes (Duchies of Powys and Deheubarth), a small independent count (Count of Glamorgan), and the Kingdom of England (Duchy of Cornwall). From this position, you can chose to conquer Wales, invade Ireland, pledge fealty to either England or Scotland, or and number of things.
My advice begins as the Duke of Powys, the northern Duke in Wales, and centralizes on independent domination. He is by far the stronger of the two dukes available and you can easily revoke you only count's title to centralize your power by forging a claim. Once you've consolidated your power internally, there are two options for you, 1) Look to your laws and up your centralization and the feudal levies and taxes. These are all easy to pass because, since you have no counts as vassals anymore, no one gets mad. This choice means that later on, when vassals are necessary, you don't get the penalty of upping laws that work against them. Also, I recommend that, sometime before you create Wales, you change the succession law to Primogeniture. I prefer this one over, say, elective due to the certainty that you retain all your titles and that these titles stay in the family. The second option would be to first invade the south of Wales, before implementing these law changes. By the time you have consolidated your power, you are considerably more powerful than the Duchy of Deheubarth. And, due to the fact that he can never win a war against his independent de jure vassal the Count of Glamorgan, he isn't even fully united, weakening him further. The easiest way to go about this conquest is to forge claims. Once you have claims on both his counties (you could possibly get one on the duchy, but then you would have to revoke the county titles from him, making this even more challenging), hit the diplomacy button ,declare war for press all claims and bam, you now own the majority of Wales. So, as soon as you are comfortable with your laws and have enough gold and piety (which you should have at this point without much waiting), Select your duchy, hit the de jure button, select Wales and hit create title. You've done it, you've conquered Wales. After this, the easiest path to power is expanding your budding Kingdom into Ireland, where all the counts and two dukes are divided. Or, if you are feeling daring, you could try to unite all of your kingdom, which means invasion of England itself, the big kid on the block. I know it's possible, but it's all about timing. England, when at it's best, can get upwards of 23k troops, maybe even more, and that number gets a boost during defense due to the vassals giving more troops. Wales by itself, with a strong military leader at the height of its power, has upwards of only around 10k-11k, making this a David and Goliath fight. With cleverly placed marriages and alliances though, with say France or even the HRE, and perfect timing, like when England is at war overseas, it is entirely doable.
Ireland is the sandbox of Crusader Kings 2. Isolated on an island with only weak 1-2 county nations surrounding you, there are no threats unless you tick off the Scots or Brits. This place is good to practice diplomacy of all types, making yourself comfortable with war tactics, and also learning how you can manipulate the marriage system (allies are totally necessary in the later game).
My favorite staring point is the Petty Kingdom of Munster in southern Ireland. The first advantage is you start with the title of Duke, giving you all sorts of perks and authority, and also you can unite your duchy easily, without need of claims (which will be used later on). First, as in Wales, the best option is to consolidate your power internally first. Having your demesne brimming with counties means 1) less land for your vassals, especially in a small kingdom and 2) a larger army. Vassals only give you a portion of their troops, whereas all counties in your demesne give you their full potential. This is possibly the closest war you will fight, because you and your vassal start with about the same amount of troops. So be careful! if you lose it'll throw you a few steps back. You will lose much gold, prestige, and your claim to their county, so you'll have to forge another claim. Also, quick tip, if you have duchy or two, make sure most of your demesne counties are in those duchies. This removes dissent from vassals who want a title you have. Now, after uniting your duchy under your banner alone, follow a path very similar to Wales. Unite your duchy and consolidate your power. This will make you the most powerful stand alone character on the Emerald Isle, but sometimes those darn counts have crafty alliances with 2-4 other counts on the island, and that's a fight you most likely will not win without mercenaries or allies. So be careful who you forge claims on. Thankfully, you only need 50% of the counties and 2 duchies to create the Kingdom of Ireland (Eire if you are an Irish character). This is equivalent to 7/13, or the Duchies of Munster, Leinster, and Conchatta. Any combination of duchies will work, but you only need a few, and once you've created the Kingdom, most of the remaining independent nations will swear fealty if asked. The only problem is Conchatta if you didn't conquer him earlier. His status as Duke makes him, resilient. No match to the might of Ireland though, so he's and easy target. Don't forget to change the laws before the Kingdom of Eire is made, especially the succession laws! The then necessary high crown authority makes Primogeniture almost impossible,and the division of your kingdom imminent.
In case you didn't notice, I have a certain style when creating these nations, false claims. These are relatively easy to get with a decent chancellor, and easy to press if you consolidate power. The only difficulty can be the cost, but if you keep your steward collecting taxes, it's not too much of a problem.
Scotland (Anyone who has better advice on this one, feel free to edit!)
Ah Scotland. The nice rolling hills of green, the beautiful Locks. But to be fair, it is one of the worst starting spots in the game at 1066. The king is ruling from one county in a kingdom of strong duchies, some of which are independent, that have autonomous vassals as their crown authority. You also have England in the south who wants your land, and Norway to the East, both of which are in a considerably better position. They are more powerful, more centralized, but more importantly for you, at war with each other. You have approximately 5 years or less (count on less), to consolidate power and take back control of the kingdom. Treachery and bribery are the best options, at least in my opinion. Let yourself get a little gold, maybe send a gift or two to your independent de jure vassals and see if they'll join your kingdom. Naturally you will be weak unless you centralize your power, meaning stealing a duchy or two and some counties from you vassals in your area. This not only means less rebellious vassals, but literally more power to you. If you can pull that off, it is incredibly easy to conquer the remaining non-British British Isles. You, being a king, have a wealth of military might that is not matched by the Welsh or Irish, and once you unite the rest, find a good ally and invade England.
I have created the Empire of Brittainia from all THREE of these starting positions. Starting as England makes it too easy if you survive the invasions. I challenge you to do the same. It's really fun, and surprisingly easy, the easiest of all the empire to form probably. Good luck!