denmark is an easy faction to win with, first and foremost upgrade your castles and fill up the unit quenes. then take your starting armies and head into scandinavia with them, quickly so you can get the kalmar union. the norweigan king must die to aqquire the union, after you have aqquired the union make a north baltic run all the way to polish settlements, have one full stack head directly south from hamburg conquering everything to the end of the southern part of the map.
then with your remaing forces take the HRE capital and consolidate the rest of there lands. next you can either
A. teutonic war
B. polish war
i would advise a teutonic war as you do not want to ritterbruder or halbbruder, and by taking them out you will aqquire the haneastic league.
now you have an empire with the poles in the middle. consolidate and fend off any raids, train 5 full stacks and blitz the poles with 3 of them and send the other 2 to keep the mongols occupied. by now you control most of the map and have more money then you know what to do with. train all your elite units and head north pushing thru lithuania and novogrod