I change my favorite country every 5 or 7 years just for the hell of it. Currently I am working on Germany. No special reason other than the one before was France. The only thing that is fairly consistent is that Russia is my least favorite when I am not working on it. Russia *in FtF games is a real roller coaster as it is the weakest 9 center power on the board and more than one time I have seen it (in myhands and others) go up to 9 and then 6-3-0.

In the Bay Area Diplomacy Association where we do a lot of recruiting we nearly always start new comers with either France or Turkey. Both countries are forgiving of errors in tactics and what not. Usually France is better than Turkey from a defense side for a new person.
The other thing we do for new people is to always read their orders first and then to correct all their errors before going on to the next person. This reduces the frustration factor.
If you are going to play in the same game as your girlfriend then make sure you are Austria or Turkey so as to avoid issues. Better yet is not to play in the same game.

As for different styles among countries etc there is a lot to say there.
For the Face to Face group I wrote an essay that got published in Italian in a book on games in Italy/San Marino. You can look at it here...
http://www.diplomacyworld.net/pdf/dw102.pdf
for a view of the cultural biases in scoring systems *FtF mostly.

There are significant game culture differences in approach to the game, much of it can be seen in the article above. However game cultures can be changed by competitive focus on various scoring/ranking systems as well as the structure of the game played itself: are games played forever till a win or a stalemate, are games played to a specific date, is it agreed that draws are a concept or is it just supply centers that count, what is the scale of achievement recognition that people are AWARE of or using as compared to what everyone else on the game is doing?

Gender differences are not as clear and are very distorted by observer bias, age and culture background and the generally low numbers of people in that class.
Also remember that many of my experiences are clouded by decades of play while the world has changed tremendously so the memory aspects are very incongruent.
Recently I can tell you this about watching face to face games with new comers and some with some experience on families:
Brothers will generally fight, sisters will normally leave each other alone but will unite when one of them is attacked though not when one of the sisters is the attacker. Fathers are usually doomed.

In the PBeMail world I am just trying to get reacquainted. Where the current vogue is to play with nicknames/handles and to obscure real identities and social discussions etc. it is very hard to determine who is and who is not a specific gender. Not that it is always that clear with names in the first place.
For example in the 1960's many people thought that Edi was Edie and that I was a girl. In fact I used this in at least one occasion in the postal world play. But then again that is another story....