Be careful when making your decision, as changing it later costs one stability.

When you receive your colonist you will be asked what native policy you would like you to choose. It is only likely that you can do this as Castille or Portugal with provinces like Arguin in north-west Africa. You can now colonise any unclaimed province by selecting it and sending a colonist, providing it is within colonial range of one of your core provinces. The first idea is ‘Colonial Ventures’ which provides you with your first colonist. You most likely will need to unlock the exploration ideas group as this lets you explore the new world and find potential provinces to colonise. There are two idea groups that will provide you with colonists: the exploration and expansion idea groups. Once you’re at administration level 5, you will be able to unlock an ideas group.