You can choose a nation every time you create a character. Successful and failure progress of the nation relies on its citizens. Regardless how big or small its size it is hard to shape the nation if there are no valuable contribution coming from its citizens. Therefore it is very important to create an alliance.
After opening the Nation’s UI, tap the “align” to see a specific Nation’s information such as the strength of the nation, fund of the nation and its alliance. From here you will be able to choose an ally Nation from the list if you are the leading King of your Nation.
You can see a lot of information in the Nation’s Information such as the Nation’s Strength, Nation’s King and Nation’s Allies.
An Alliance requires both Nation to pay 10 Nation Funds to each other. By completing a formed Alliance, the 2 Allied Nations can’t attack each other’s citizen and the 2 allied nations can help each other attack other nations.