To indulge the exercise in the loosest possible terms (all titles in English as they would be used by English-language historians).
Germania - Roman term for the region ruled by Germanic people as they understood them, in truth divided between many tribes such as the Cherusks, the Suebi and, most importantly for history, the Franks
Francia/Frankia - The kingdom formed by the dominant German tribal group, the Franks, after the fall of the roman empire
The following existed at the same time as the Holy Roman Empire, and were generally ruled by the same person
Carolingian Empire - Sometimes used by historians to differentiate Francia under the Karlings from previous Frankish dynasties, during this time French and German language and culture started to become more distinct.
East Francia - Political entity analogous to modern Germany which followed the division of the Carolingian Empire.
Kingdom of Germany - Later evolution of East Francia (in actuality, there's no real distinction between the two, but historians tend to use East Francia to describe early Germany after the split with France).
The title King of Germany fell out of favour after a while, so for a while the Holy Roman Empire is the only pan-German political entity.
Confederation of the Rhine - Napoleonic client state consisting of several German states
German Confederation - Loose alliance of German states which replaced the HRE
North German Confederation - Prussian dominated union which seceded from the German Confederation
German Empire
Allied-occupied Germany
Federal Republic of Germany - West Germany, continuing into modern Germany
German Democratic Republic - East Germany
I've probably still missed some here. There are a lot.
As for Spain being Spain and France being France, not true. As you can see here, if you go far enough back Germany and France originate from the same political entity, Francia. France has been comparatively stable because, from very early on, it was ruled by descendents of the same family. Spain, on the other hand, has been all over the place. Until five centuries ago Spain was several independent kingdoms (the largest of which are represented on the current coat of arms) and before that it was mostly part of the Umayyad caliphate. Germany isn't particularly weird in this regard.