Which nation to choose?

Each nation has its own unique unit and nation bonus, fit for different playstyles.

British
Nation Power: Increases the loot stolen during attacks by 15%.
Unique Unit: Longbowman (+1 Range)
Pros: Good for raiding and perform especially better against garrisons and defenders.
Cons: Provides no bonuses on defense.

Chinese
Nation Power: Increases the number of citizens by 1
Increases Mercenary Army capacity by 1
Grants bonus defenders at the town center: +1 per age
Unique Unit: Chu Ko Nu (2x Attack speed)
Pros: A generally well-balanced nation when it comes to economy, offensive and defensive attributes.
Cons: Though this nation is well-rounded, there is not one particular attribute that excels beyond the rest.

French
Nation Power: Reduces the time it takes to train an army by 20%.
Can receive more donated troops from Alliance Members (+3 more donated troops). This becomes +6 more donated troops in the Gunpowder Age.
Unique Unit: Chevalier (20% more health and 15% more damage)
Pros: This nation trains troops the fastest of all nations. Utilizes the power of their strong cavalry troop to deal more damage against opponents while minimizing casualties. Extra donated troops can make the difference in an attack.
Cons: In exchange for the ability to quickly train troops, this nation forfeits additional defensive and economic benefits.

Germans
Nation Power: Decreases the cooldown on rally by 5 seconds.
Increases the duration of rally by 100%
Gains a 15% DPS boost upon a multi-player victory.
Unique Unit: Vandal(20% more damage)
Pros: Has a tactical advantage as this nation is able to use the Rally command more frequently in battle. Once the Rally speed bonus effect becomes available its effects last longer, allowing troops to cross distances more quickly. Using the 15% DPS boost can allow for German troops to easily steamroll through enemy bases.
Cons: This nation lacks any additional economic or defensive bonuses.

Greeks
Nation Power: Refunds 5% of the upgrade cost Free upgrades under 15 minutes. This increases by 5 minutes per age that comes after.
Unique Unit: Companion(10% more health and 25% more damage.) Its one of the best unique units.
Pros: With a heavy emphasis on their economy, this nation is able to complete buildings faster and for fewer resources than other nations.
Cons: The lack of additional defensive bonuses coupled with the ability to generate more resources makes this nation a susceptible and popular target.
The benefits of free building speed-up diminishes at later ages where buildings and upgrades can take up to days to complete.

Japanese
Nation Power: Town Center shoots at invaders (functions like a Tower)
Increases the length of peace treaties by 25%
Unique Unit: Bushi(20% more damage)
Pros: This nation has one of the best defensive capabilities
Cons: Due to this nation’s lack of economic prowess, it must frequently engage in offensive battles to keep progressing its growth, which can negate the effects of the Peace Treaty bonus.

Koreans
Nation Power: An additional war tactic can be brought into battle. Refunds 10% of loot stolen by other players
Unique Unit: Hwarang(40% more damage!!)
Pros: An additional war tactic can help players attack more efficiently.
The ranged Hwarang enables this nation to deal a lot of damage quickly.
Cons: No economic or defensive bonuses.

Romans
Nation Power: Increases maximum army size by 10%.
Unique Unit: Legion(25% more health)
Pros: Able to field large armies containing soldier troops with more health makes the Romans an offensive powerhouse.
Cons: This nation does not receive any additional economic or defensive bonuses.

All the nations seem to be equally balanced and your success would depend on choosing that nation which suits your playstyle best.