I totally apologize if this is a dumb question or in the wrong place, but is it possible to make or start your own region or something?
Yes. Go to your current region page, and click the link move to a new region (http://www.nationstates.net/66736/page=change_region), that is at the very bottom of the World Factbook entry (under the Founder's name).
Then click on Create a new region (http://www.nationstates.net/66736/page=create_region).
Then follow the instructions.