I've recently done the same thing, but instead playing as the Grandfather of the Huns... kind of. 

I highly suggest people check out the Budini faction, unlocked here. I've not had this much fun with the game in a long time. You start out small on the edge of the map with only a Provincial capital to your name and two friends on your sides. What is even better is that you are the only Steppe faction in the area versus a ton of Daco-Thracian, Celtic and Germanic tribes. It's going to sting a lot to get established into a full province, but once you do establish secure borders then you are looking at a fun campaign:
- While the only Steppe factions north of the black sea are friendly to you, you are the only horse archer faction in Europe. I hate playing against steppe factions because of their horse archers, but it's something completely different when you are the only one versus all these European infantry armies.
- Unlike most unplayable factions, this unit roster is pretty damn good. The roster diversity is the best thing, it's kinda like playing as a hard core Ptolemaioi. Horse archer lancers or Cataphracts as General unit; Heavily armored swordsmen or Hoplite Phalanx; special Germanic units to the west; cheap falx men to the south; and best of all the upkeep for cavalry is -25% which is pretty sweet. You have all kinds of diverse AOR units at your door step.

Hover this map to see faction start positions.
Converting from a steppe faction to settle down in Europe takes a lot of resources and your province is stripped of any of that. Buckle up, because you are going to have to face your neighbor Anartes to the south west first. Your steppe friends to the south east want you to attack the Dacian faction Bastarnae with their heavy spearmen and falx units. The full province faction Lugii from Silisia in the west will send endless lightly armored germanic hordes on you at the same time. It's going to be tough.
Although the road of invading Europe is hard and rough, you also have friends like the Steppe factions Catiaroi and Saka Rauka from Ponto-Caspia (Black Sea) in the south east. The Germanic tribes like the Boii ( Hercynia ) and Gutones ( Suebia ) have little love for the Lugii factions in Silesia, and would be very please if you could slaughter a few of their meat bag armies. The coastal faction Aesti in the north will happily trade trinkets with you, but their weak nature and prosperous harbor is a sight ripe for the taking. The latter mentioned faction will have to be subdued in order to fully establish your rule on the local Germanic weaklings.
You're not only faced with friends and foes, but also no food buildings, no economy and no culture against 6 Germanic local traditions. The Provincial capital have only 1 extra building slot. You either expand on your horse or die in your chair.
I initially chose this faction because it had a decent roster. The tier 1 units of Budini are lightly armored and can deal with the invading Lugii armies 1 v 1. Your villages provide you with a surprisingly numerous amount of garrison units to help defend, but the medium and heavily armored Dacian tribes of the south will give your archery army a solid challenge. The mid game regular army of Budini, your bread and butter, consist of Heavy Hoplites, cheap horse archers and activly using your versatile and Zealot general.
Current progress a couple of turns into the game: My military service to the Boii in the war against The Lugii of Silesia has granted me plenty in trade and alliances, while the Gutones were very happy about me becoming their new coastal neighbor. As of right now I'm taking on the dangerous Daco tribes Biephi and Geate with their deadly Falx.
Just showing my appreciation for this mod with this AAR. 
~Wille