I will be playing as Britain for my first game.

I don't plan on becoming involved on the continent until I've estalished a very strong colonial empire. I'll spend the first few turns consolidating my economy, getting it ready to mobilise and maintain some armies, and putting down any Irish or Scottish revolts should they arise (yay I love that last part). I'll try to develop trade links, espcially with Protestant nations (United Provinces, Prussia etc), that way its easier to use those relations to form alliances if necessary. Once I can afford the upkeep of a decent army and navy, I'll send my men over to my American colonies (I do start with some don't I?), and then consolidate the rest of the US from there, taking out the native tribes one by one and grabbing the land before Spain gets any ideas. After that's done, I'll take out Canada, going to war with the French if they own Quebec. After the US is consolidated, I'll go to focus on India, using a large navy and small but elite armies to get control of the coastal regions, fortifying them with regional mercenaries. Once I have the east and western coasts of India, I'll slam into the heart of the country from both sides, hopefully taking the Maratha Empire and perhaps the Mughals out of the game completley. By this time I should be able to afford more forces, so I'll send some to Africa to expand my empire there, taking on colonial powers in necessary, while advancing into the Middle East from India. Once I win those wars the only real colonial power will be Spain, so I'll storm Mexico from the north, sending reinforcements from Britain to Island-hop round the Caribbean, while my main navy will gather men from Africa/the Middle East, and go into Spain itself. Once that war is won, then the rest of Europe should fall easily enough.