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1. India is the most important of all. You can take them early. But if one Indian nation grows big too fast, it will bog you down in the long run. Turn most of the region into trade companies saving many state slots.
2. Africa and Arabia. The only tough nation here is Mamluk.
3. Europe. Go slow here. Annex small nation occasionally. You can alternate between fighting Orthodox and Catholic nations to keep either religion from forming a coalition.
4. Crimea, Caucasia, and Russia. Once you own most of India and Egypt, Muscovy (Russia) will fall like a paper tiger. Same for Ming. The instant you get a border with Ming, his Mandate level will drop like a rock and he will eventually implode.
My advice:
Vassals: Get a vassal on each front (except maybe Europe). Eventually, you will have to annex these when the cease to be at the front and/or get too big. Influence ideas is a must to complete within the first 100 years.
Full annex: Anywhere possible, eliminate whole nations. That is one less available coalition member.
HRE: Before you make serious inroads here, you should wait until you have at least 500K in troops and have taken out Russia and Commonwealth. Don't bother getting involved in the religious war as that slows you down for zero personal gain.
Trade Companies: These are are your best friends. Collect these as quick as you can. Nowadays, it is insanely hard to do a WC without TCs due to the corruption from having too many territories in India and China. Outside of TCs, take full areas when you have a choice as these may eventually become states.
Ideas: Contrary to much popular opinion, I took Humanist as my first idea set. Otherwise, you will have to park maybe 40K mercenary troops in the back lines just to put down constant revolts. Set admin focus from day 1 since you will also need Administrative ideas for the core cost reduction. The only important diplomatic idea is Influence, as you will need to hoard many diplo points for continuous peace deals, vassal annexation, and to reach level 23 on time.
Late Game: You will take giant chunks of the world starting around 1700 when you get diplo tech 23 (client states and imperialism CB). After this, you don't need to worry about advancing diplo tech much anymore. The only reason to do so is to reduce corruption.
Coalitions grow most strongly along religious lines. In India and Persia, you have Shia, Sunni, and Hindu, giving you choices. Constantly switch taking provinces from different religions and/or different locations.
Closely watch peace timers. When a big nasty nation is likely going to form a coalition, attack immediately when the peace timer expires. You cannot wait no matter the tactical situation. Once a dangerous nation becomes available for a coalition, it will usually be formed quickly.
I don't know if any patch still allows that.
https://www.reddit.com/r/eu4/comments/7l2bfr/a_concise_guide_to_world_conquest/
It is generic enough to be still valid for the latest version of the game.
- balanced technology (avoid malus)
- advance for ADM & DIP tech (2 x - 0.05)
- limit OE by using vassal feeding and/or reducing the pace of conquests => with other reductions, corruption is decreasing if OE is less than ~80%
- have a very strong economic base to pay the monthly reduction (mainly a problem between 1600 and 1700)
It has been sufficient for the 2 WC I did recently (Austria and Ottomans).
Additionally (I did not use this but could help)
- espionage idea 7
- policies (Defensive+Admin, Defensive+Espionage)
- if you are sunni, you can reduce corruption by 2% for 50 legalism (every 5 years)
So as Ottoman, it was my 3rd group (after admin and influence)
I stay Sunni but I suppose that coptic Ottoman is OP (Ottoman by itself is OP :) )
EDIT: Another advantage of the religious CB is that you receive a lot of war score by winning battles. So it can make the wars faster because you don't need 100% occupation to have a high score.
You learn to manage the economy and your conquests. It caps at 0.80 and is easily outshun by decent economy.
If you're still struggeling, Espionage has a lot of corruption reduce (policies) and Sunni additionally provides more corruption reduction (Also via events if you keep the ullema above 60%).