Just some brief impressions from my early play through on VH/VH,

The game is set up with a "historical" diplomatic situation; i.e., the outbreak of the Great Nordic War (Russia, Poland and Denmark versus Sweden). First step is to build up the army - quickly. Then break up the alliance.

The easiest way to do so is to attack Courland. Poland will support Courland, but Russia (occuppied with other wars), is unlikely to help. Roll over Courland (easy) and then take on Poland before the bear wakes. In my game, Poland never really got around to getting built up, with the result that they had been totally conquored by 1707. After this, you can bide your time until you are ready to take on the Russians - whom you need to beat sooner or latter.