One thing you really need to have a good grasp of is the stacks you need to tackle the Pahlava. This is a good basic, early game "anti-pahlava" army

1x FM
3x Persian Archers/Heavy PA/Horse archers
2x Eastern Slingers
2-3x Pantodapoi Phalangitai
1-2x Thureophoroi/Peltastai

You need the large amount of missile units. The slingers are easy to understand, as they're an excellent weapon against FMs and Dahae Nobles. The Persian Archers tackle their horse archers and the various lightly armoured infantry they'll doubtless deploy.

Thureophoroi are preferable to Peltastai, as they have spears, but both are good infantry with some armor to stop arrows, and can stand against FMs and Dahae Nobles, and perform the role of a flexible force that can rush in and save your other units if they're in trouble, as well as flank enemies well.

The Phalangitai are pretty basic stuff - try to get them in a fight with cavalry, and don't be afraid to use them as axemen against Nobles and Cataphracts; AP axes are amasing.

Also, don't be afraid to raid Nisa and/or Khiva even if you can't hold on to it - pillaging their Courts and Camps will not only give you money, it cuts off their recruitment.