The Kingdom of Poland is a playable state in all available scenarios in CK2. Historically Poland survived well past the dates included in CK2, and the starting Piast dynasty lasted until 1370, so it is a good starting point for a player looking to play a king-level game with the 1066 starting date with hope for crossing the finish line intact.
Isolated position: Poland starts without any de jure claims against its territory, and it falls outside the boundaries of any de jure empires. It will be a while before Poland faces any external threats.
Good starting ruler: Boleslaw the Bold isn't the best ruler in 1066, but he is certainly above-average and has the Strong trait to boot, one of those rare genetic bonuses that can only be gained through inherited bloodlines. Being Strong gives Boleslaw a good chance at ruling for several decades, giving you time to put your house in order.
Weak vassals: Poland only consists of a handful of duchies, and two of the starting dukes are your brothers. You are unlikely to face a serious internal crisis until a succession or after a major expansion.
Heathen neighbors: While the pagan states of the Baltic are tougher than they look, the ability to pick them off through holy wars and potentially gain entire duchies in one sweep gives you an obvious path for expansion. If you manage to snatch up eight of them you can potentially create the Kingdom of Lithuania which will enormously increase your power (assuming you can hold on to it).
Bad crown laws: Not only does Poland start with the standard crappy 1066 laws, it has Limited Crown Authority to boot, which virtually guarantees that you are stuck dealing with at least one Gavelkind succession.
Powerful neighbors: While none of them are initially hostile to you, Poland is by far the weakest kingdom in the neighborhood in 1066. Denmark or Sweden might be overcome with luck and clever generalship, but Hungary will probably mop the floor with you and challenging the HRE is tantamount to suicide.
Under-developed counties: Poland starts in rather dire economic straits, and your small number of holdings is weakened further by their lack of development. You will struggle in the early years to raise enough troops to wage war, and it will be some time before you have the manpower to spare needed to storm enemy holdings for quick wins.
HRE: The 800 lbs gorilla of medieval Europe, and right next door. Luckily they have no claims on you and little incentive to intervene in your affairs, so unless you greedily take Pommerania or give them a title claim they ought to leave you alone.
Sweden/Denmark: Both better organized and stronger than you at the outset, these will be your rivals for claiming the pagan Baltic states. If they gain too many territories they can block creation of Lithuania, and since they are Catholic you will have to fabricate claims or jump through other diplomatic hoops to wrench the counties away from them. Although they will tempt you with royal marriage offers, be wary of accidentally giving them claims on your throne.
Hungary: The Magyars to the south are significantly more powerful than you are, but luckily the lack of claims and difference in culture means you will have to actively anger them to face them in war. It is possible to grab their throne through clever marriage and claims, but holding on to so many developed duchies of a different culture can potentially fracture your own kingdom.
Russian Dukes: While they start divided, the Rurikovich dukes all have crossing claims on each other's titles, and it is not uncommon for the Kingdom of Rus to form much earlier than it did historically. The Piasts also have some claims on these territories, so it is possible to expand eastward as long as the dukes are divided, as united their combined manpower is likely to overwhelm you.
Boleslaw can quickly snatch up some counties by arranging for one of his brothers to have an untimely accident. You can also revoke the prince-bishopric of Sacz, though you will need to trade the church holding for the barony in order to use the county efficiently. Whatever you do, hike City Taxes to pump up your revenue.
The race to conquer the pagan states will start early. Your priority should be to grab the duchy of Prussia as soon as possible, but be wary that initiating a holy war will likely pull every pagan leader from Pommerania to Finland into the mix. With a little luck the HRE will attack Pommerania first, drawing the death stacks away from you and allowing you quickly snatch up a few holdings. Once Prussia is under control, aim for Samogitia and Lithuania, as those 9 counties will allow you to form the Kingdom of Lithuania (since your piety will likely be high after 3+ holy wars).
It is likely that Denmark or Sweden will grab territories in your path and block your expansion, but don't panic. Use the de jure claims from the duchy of Mazovia to add two more counties and develop your own holdings while you wait for your chancellor to fabricate whatever claims you need. Start planning for Boleslaw's succession with an eye for preventing gavelkind from squandering all your gains. Any independence or title claimant factions are likely to be weak, so just keep an eye on any emerging factions to lower your crown authority and you should be on the path to glory.