Theocracy, fascist state with a demigod leader who everyone must worship.
I would create it in continental Europe, from Germany down to the Mediterranean and from the Atlantic Ocean to the Black Sea (excluding Scandinavia and the Baltic and Russia because it's too cold).
It would have a strong military force. The strongest in World history. Lots of atomic bombs.
Temples everywhere, and great castles and many iconic buildings and monuments.
That'd be an exciting nation.







