Haven't played CK for a while now, but I've faired pretty well with it so... here's my advice for what it's worth.

1. Do not start your first game with a lowly count. It's not an extremely hard game as other Paradoxian games (EU2 & Victoria) but it's fairly hard until you get a firm grasp on the game mechanics and whereabouts. If I where you, I'd start with a fairly easy duke (there are several quite interesting and easy Russian dukes to play around with, but you'll have the horde knocking on your door soon enough, so consider better Apulia or one of the strong Byzantine princes like Komnenos) and find out how to play the game first, and then try the challenge of a sole count.

2. There are certain ingame mechanics that give you a claim on some other province. Lacking a claim, you can't wage war against a particular target. To ammass the needed prestige value to place a claim yourself, as a count, is highly unlikely to happen for the first generation of your leader.

3. Your opening strategy and early expansion depends greatly upon your starting provinces-era-neighbours-luck. Meaning, it's a completely different strategy altogether if you start with the rich and large Apulia and a completely different strategy if you start in a backwater county in Ireland or in proximity to the heathens or in the strong arms of Byzantium. What are the counties (again: I suggest duchies/principalities for your first games) you wish to play with?

4. The diplomacy aspect is very, very, very important in this game. If you attack a smallish, lonely county with 1/2 your army, you shouldn't be certain you'll win: Probably, he's vassal of some strong Duke and the latter follows a powerfull king... so they'll gang up on you and... game over. If you play 1.04 you'll have to take care the alliance factor into that equation as well. So, if you are a count, the only places you can expand without arousing the rest of the lads are pagan and muslim lands. A general rule of thumb: in the early game stages, pagans=easy, muslims=very hard (if you play any western power save Byzantium and without the beta patches - those eliminate a great deal of the gap between muslims and westeners, especially in Spain).

To write anything more, you'll have to ask a more specific question. What county are you playing/do you want to play? What's your economic condition and your military size? What are your neighbours? Got any claims on them? etc. etc.