I like the overall look of this - there is some potential for a good small map here.
1) You have a lot of empty space at the moment; the map is a lot taller than I think it needs to be... could you try moving the legend to the bottom-right?
2) I agree that the font looks a little out of place...
3) For the yellow continent, have you considered having a 'Berlin' style 'hold any 3 terrs to get the bonus'? That might be another way forward?
4) At the moment the map appears to be a floating island (that's probably what the comment about Germany related to). You asked for some ideas about the borders - I think it would be nice if you could somehow fade the borders into the background... I can't describe it very well, but I'm thinking of something a little like this: ████▓▒
5) Are the rivers impassable? If not, then you need bridges over it for all connections. If it is, then you need to mention this somewhere; this is one of my gripes with the China map.
6) I like the colour scheme you've adopted.
So, there we go - I'm looking forward to seeing this develop!