Hey!
There are the nation specific characteristics, that you can see in the AWNT's review by enlarging the images describing the campaigns for different nations. For example Great Britain has lower naval upkeep and lower interest when issuing dept, while the French have better quality militia and better relations with natives, etc. as seen on the right side of the national flag.
Then there are the differences that derive from game mechanics and campaign specifications. For example Prussia and especially Sweden will strugle with low base population. This causes trouble when trying to expand economy too fast (industries will not have sufficient amount of workers) and recruiting troops. You see both countries having "higher recruitment numbers" as nation specific characteristics, but this is not absolute number, but mean that the recruitment potential from the population is higher (due to historical reasons, like the Swedish allotment system:
https://en.wikipedia.org/wiki/Allotment_system). Then you got the colonial powers GB and France that have access to luxury goods and will thrive with trade. From campaign specifications you will notice that Prussians have elite armies and officers to start with, and so on. This makes all the nations quite different in the campaign game.