Just got to see the HRE form in the early 770s. As the count of Asturias de Santillana I wound up fighting for independence from my Duke when the Muslims declared their war for the whole area, and since there were wars to be had all over the peninsula, I wound up successfully doing so with my paltry 400 or so mens. I'll also note that France had captured Najera before forming the HRE, so my plan was to take Viscaya from the count also rebelling against our liege and use the border shared with Najera to allow myself to swear fealty to the Holy Roman Emperor. The plan went as, well, planned, and I was granted the title of Duke of Navarra soon afterwards. Now my lands are completely isolated from the HRE, barring Najera, and the Muslim infighting on the peninsula is winding down.
So this is awesome because it's my first time starting on the peninsula, one of the few times I get to see the HRE even form under an NPC, and I won't even lie I tend to keep myself contained to Europe, so my proximity to Africa and the likelihood of getting myself involved in Holy Wars that aren't Germanic/Christian has me excited. Not like I expect much difference, but it's still exciting nevertheless. I've also never really gotten involved in Crusades. Got burned too often in CK for me to care in CKII. I know, I'm an idiot, but I usually just turtle and slowly blob outwards until I get bored, so the possibility of getting distant lands never appealed to me.
EDIT: Oh and to clarify, I am Duke of Navarra, but the county itself is not under Christian control.