So, your mission, should you decide to accept it is this:
Have a state that comprises the different Baltic peoples arise in the Middle Ages and survive to the present day.
Requirements: The state must be 'lead' by a Baltic people (i.e. No having Poland conquer everything and say "mission accomplished!")
The state need not be Christian - though this will probably help its survival, I would assume.
Follow up question: how would the culture and economies of the OTL Baltic region be different if it was united by a single state from an early era.
(on a personal note; I'm creating this AHC rather blind, as I don't know a ton about the region during this era. Should anyone want to suggest a good book on the Medieval Baltic peoples, I would be very much appreciate it!)