Starting as the Turks, you're in a mixed position.
You do have 4 regions - 2 towns (Iconium and Yerevan) and 2 castles (Caesarea and Mosul) - but none of them make much money and what little income you do have mostly goes to pay your unit upkeep costs.
Also, your settlements are horribly spaced out with so many mountains separating West from East you'll find 'yet another damn bunch of rebels' hiding around each corner. This distance - and the inability to march in a straight line anywhere means it's a real pain trying to move troops around to defend your borders... Something you'll be doing quite a lot.
Put simply, the Byzantines will harrass you early. It took 11 turns for the first half-stack to besiege Iconium and only 5 more for them to send an army across to Tbilisi, taking Trebizond on the way.
At the same time, the Egyptians will be steamrolling everything South of you.
My advice is to think very carefully about each mission your Nobles give to you. Get your Diplomat moving NorthWest as quickly as you can and hopefully you'll get a load of 500 florin missions to make first contact with a load of factions you probably won't fight for a while.
I also grabbed every spare unit I could get and headed for Antioch, ignoring Adana for now. The money you get from Antioch makes it a life-saver, even with Byzantium blockading it every other turn.
Another reason I would advise avoiding Adana early on is that the units defending it are an uncomfortable mix when the bulk of your army is Horse Archers of some sort.
Any veterans from MTW will know about the unit mix in general for the Turks (Horse Archers for breakfast, lunch and dinner) and in fact it's probably closer to the Parthians from RTW. The early infantry is dreadful and you'll have so little money for non-HAs that you'll probably spend what you can afford on Peasant Archers (bait for enemy archers).
The main problem with the unit mix early on is simply that the Byzantines have access to an equally wide selection of Horse Archers as well, so you'll be relying on the AI to field inadequate armies quite a lot.
It's also worth noting a couple of oddities. Firstly the Race Tracks let Towns recruit HAs and secondly both Janissary units are recruited in Towns as well, so don't be stingy with the Blacksmiths (or even Swordsmiths Guilds, if you're lucky).
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