Were the Jurchen supporters of either side, do you know?
Well, since the territories of the Jin Dynasty were under the control of Qubilai, the Jurchid were probably more in favor of him inasmuchas they favored either party. It's not really very clear, though. Both Ariq Boke and Qubilai were Toluids (descendants of Tolui, Genghis Khan's fourth son)-they were siblings, in fact- whose ulus (region, apanage) were the "home" territories of the Mongols, because under Mongol custom, the youngest son inherits the father's personal possessions. Ariq Boke's powerbase was principally in Mongolia (Outer and Inner), and he was supported by the Chagataids. Qubilai's powerbase was in China, though he was supported by Hulagu, also the brother of Qubilai and Ariq Boke. The last Mongol faction, the Jochiids, did not want to get involved seeing as they didn't get along with either candidate and had already started to pull away before the civil war--they eventually became the Golden Horde.
So, would the Jurchen pick a side? I don't know; they were beaten very, very badly by Genghis Khan, and most likely, IRL, would not get involved in the conflict. In Interregnum, Qubilai dies in a manner similar to Harold of Wessex rather early in the conflict, in a small battle that took place in southeastern Mongolia, very near Jurchen territory. Perhaps they could be capitalizing on that coincidence in particular somehow?
Deciding to head "south" engulfs the Jin in the struggle to unify China under the Jin. This results in events for the north and east attempting to defect to Koryo and Nippon, and those countries attempting to take the best advantage of that.
I'm thinking that Ming is going to spending a good deal of time and energy in the early game fighting with the Toluids to the north. If the Jurchen were to embark on the Great Enterprise themselves, they would be helped against the Mongols, but soon find themselves abutting Ming. That could lead to a lot of things, I imagine, but this makes it look a lot like the Toluids are just going to get utterly pounded (which is okay, we should just be clear about it).
I also think that Korea/Koryo/Goryeo should get some serious opportunities. It is, I think, sort of the ideal Interregnum power, like Bavaria and Brittany in Interregnum Europe. Often overlooked, in a strong position, peripheral to major powers that have collapsed in this alternate history. And, of course, incredibly interesting on its own, though I have to admit I know very little about Korea's specific history, except about its interactions with its neighbors (China, Japan, the Mongols).