wouldn't it be better to start with 1) a UI, 2) provinces, and 3) country data structures?
Yeah getting some UI done early would be good, but keep it extremely simple. If provinces and countries are very core to the game mechanics, then yeah those too.
In general, it really helps to develop the very core gameplay mechanics first. The sooner you can test and actually play the game the better. This helps you find what works (and what doesn't) much more quickly, and it's also just really motivating to be able to play your own game tbh.
Just try and identify what the VERY minimum the game needs to be a game, and start there. Keep it really simple so that you can get something working.