Don´t know any guides but I personally suggest you taking Stockholm, or more preferably Oslo too.
Im on quite early Danish campaing with Stockholm having Stone Walls, with paved road, markets and sea trade buildings built it makes over 4000/turn
It works fine if you ally Russians and Polish, Danes if you don´t play them ^^ And play some other faction such as French, they might end up fighting with Danes but quite easy to steamroll over and take control over their lands.
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