I played Denmark this way:
I rushed started by sending an army to the north taking Olso and Stocholm and another army for Hamburg and Stettin. I managed to take them all and also reach Riga and Helnsiki before the Russians did and capturing Antwerp first. So far so good. I had all the good intentions to obey the Pope as noone wants to have -20% public order in all of his cities. I was stuck between Catholics waiting for an excommunication...
But then Portugal (!) attacked me. That made no sense as Portugal was miles away but there was an army landed outside of Antwerp... I defeated that army but i had not built a fleet large enough to get the war in foreign territory. After a few turns the war was over anyway so I did not care.
I then got allied with French and Milan. Milan got excommunicated and I realised that I was sitting ducks doing nothing for many turns... And then Scotland declared war on me. It did not take long till I waged war upon the English as well and after a well I was the commander of the Baltic. And I could not use that at my advantage because I had not built enough port upgrades in my settlements and I was bankrupt... So I started building naval structure to increase trade income and to be able to support the current and even more armies.
When my fleets crossed the channel I realised that Portugal had expanded towards The western coasts of France and Ireland (So it made some sense why they attacked me earlier in the game). So as they were excommunicated I attacked them and got Dublin, Rennes, Pamblona and Anjers.
And then all hell broke loose. Poland attacked me and after a while their allies HRE attacked me as well. Here I have to mention that a cold war was waging between me and Russians on the Riga region. A great war went on till I conquered all of HRE and some Polish regions founding myself excommunicated. So one by one all the catholic nations declared war on me as Pope had called a crusade on Riga... Only France remained loyal to me but it had just 2 territories and no army at all...
I lost all the western France cities to Milan (my so called allies) and Spain but I managed to repel the invaders in Central Europe and in Riga. In Riga arrived 3 crusades, One from the Papal States, one from Spain and one from Hungary. I had fortified the city quite well so I repelled all the attacks. A fourth crusade arrived by Poland by I had allready defeated it once so it had not soldiers at all. All was nice until Russians declared war on me too... I had war with all the neighbouring nations...
Needless to say that each turn took half or full hour to play, I managed to systematically defeat all of them and arrive victoriously in Jerusalem and complete the campaign with nearly 65 regions under control
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