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note that the strange path leads to more cultural points while science leads to more military points
Start as King of Saxony and Subjugate Denmark which gives you a good foothold in both Norway and place to start chewing up chunks of Sweden. As Germanic Pagan you can attack to claim single counties on your border so Mustering a decent size force in your foothold on Norway just start rolling all those single counties up. There's a good chance a number of them will accept if you make offers of fealty once you start rolling as they see your prestige and military strength. Once you've got enough of Norway under your control to make create the title you are then also positioned to create your Empire tier title if so desired and also should have 3 Holy sites under your control allowing for reformation of the religion. Empire title and reformed religion gives you the CBs needed to take those larger Duchies in Sweden and after that it's head whatever direction you like. Odds are though if you do that in a quick blitz. Your threat rating is going to be extremely high by time you have the empire and control of Saxony, Denmark, Norway and Sweden so probably going to want to take a short break from expanding to let the threat die down so if/when you end up having to fight the Karling's they don't have the entire world backing them.
As for the Danes blitzing the southern Swedish Jarls, I believe that you can still get enough land without one of them to make the Kingdom. If they somehow get both -gautlands, expansion will be tricky if they don't have ruler death and gavelkind collapse.
It is hard to offer advice on 'the best' method, as so much depends on what is going on in the world. Half of my games Saxony subjugates the Danes if the Karlings collapse. The other half, Saxony is swallowed at least temporarily by Frankia. Often powerful Proto-Russian High Chiefs will expand into Finland or Estonia, complicating gaining the eastern provinces of Scandinavia.
Don't be set on one strategy. Do what the game allows. I've even had some fun games where it took me multiple generations just to become a King.
You can "roll" a new Sigurd until you get the 20 martial or close to it and that helps alot.
I won't play unless it's at least 18 with him to start. Not required but makes things easier.
Then like the dude above said it's really adapting to what's happening but I usually try to get most of sweden and a really good chunk of Norway before I go south, I just do it really fast before they can do anything.
Remember you can declare and fight multiple wars at a time and if you plan it right this can allow you to steam roll before anyone can do anything in denmark. You can also declare war on them also to distract them while you take out some weak neighbors then come bash them while they sitting on ur capital. All kinds of ways. Every game is different though...
Also keep calling allies in and do what you can do improve their opinions especially the strongest ones. You could have a 10k army with vassals in no time.
So if I *don't* go for denmark or saxony (them being way too strong), what's a good target for my non-ambition subjugation war? Just burn it on someone in finland? I feel like I need to use it on *someone* or else I'm wasting it, because declaring a subjugation war in your kingdom with the become king ambition burns the freebie for some stupid reason.