|Government type||Absolute monarchy|
|Ruling party||Ittihad (conservative)|
|Tech school||Traditional academia|
If released in 1836, several issues are immediately present. One, a tiny population. Two, being placed between three nations with a superior military. Three, no sea access.
However, there's one simple solution to this. Azerbaijan have cores on the Tabriz region in neighbouring Persia - an Azerbaijani culture, fairly highly populated region with a range of resources. By getting a good alliance with either Russia or the Ottoman Empire, Azerbaijan may be able to take the state it desperately needs.
From there, Azerbaijan should be near half a million POPs, but as Tabriz is a colonial state at first, simply encourage Bureaucrats and then start getting those factories built. Make sure to keep the military budget high enough to get soldier POPs, too.
Unless Azerbaijan and Persia have the same Great power Ally, it's likely Persia will invade Azerbaijan to retake Tabriz as soon as the truce is over. Building up forts beforehand can help, but simply being in friendly relations (and hopefully having an alliance) with Russia and/or the Ottoman Empire should be enough for them to protect Azerbaijan in the event of invasion unless they are attacking each other (as often happens.) Hopefully, though, by that time there should be enough soldiers to be able to fend off a Persian attack alone.
So, after securing all the Azerbaijani cores, next up is having better means to expand. Seeing as Persia by now should be a fairly equal match, taking a coastal province will be enough to ensure the small Caucasian nation can expand into far more places.
Futher targets of conquest
There are of course many possible targets for Azerbaijan. One can also look east towards Afghanistan and Sindh, West towards Georgia and Armenia in the Ottoman Empire (in that case one does however need an alliance with Russia), South towards Ethiopia and the Arab peninsula or even very far east towards Korea or Johore.