|Capital||Varies (Zagreb, Ljubljana, Cetinje, Sarajevo or Belgrade)|
Yugoslavia is a country that can be formed in the Balkans with the decision Form Yugoslavia. The only two independent countries able to form it are Serbia and Montenegro, who need to also gain control over Croatia, Slovenia and Bosnia-Herzegovina in order to do so. Bulgaria can take part in Yugoslavia, but they are optional.
Despite the fact that Albanian is a South Slavic culture, Albania cannot form Yugoslavia.
The Yugoslav nations have some of the lowest literacy rates in all of Europe, and even lower than many uncivilised nations. This should be remedied at least a little during the time it takes to form Yugoslavia, but heavy investments in education and literacy is still important.
Yugoslavia is a big nation, and should be able to make a military, that can match all nations except the biggest world powers.
On the way to Yugoslavia
The simplest way to form Yugoslavia is to start as Serbia, get to secondary power status in order to break free from the Ottoman sphere, and allying with Austria in order to liberate your cores and grab more of the land needed to form Yugoslavia. Though you should grab every core once every few years. Once you get Ottoman cores, you'll now have the task to face your former ally, Austria. You should get your cores in one war, ally yourself with Russia and any other Great Powers willing to fight alongside. Russia will most likely destroy Austrian army, so add your war goals fast, as this war tends to be over quick. Once you have all the pieces, form Yugoslavia!
On the way to Yugoslavia, one should already have fought Austria and The Ottoman Empire a lot of times. These are still the obvious targets once Yugoslavia is formed. Especially annexing part of Hungary and Romania. Trieste (owned by Austria) holds more Slovene POPs which is accepted in Yugoslavia.