Talk to lots of people early on, even if they're on the far side of the board. If you make it past the first two years you're going to have to start cooperating with people who were a long ways away from you at the beginning. On the classic board you can often do well with just one strong ally, but that's much more difficult in World.

World, much more than standard, is about being able to seamlessly transition between stages of conflict. You usually need to stabilize your local region first, then switch gears to start offensive engagements to secure more growth. The problem of course is that you can't get tunnel vision and focus solely on your continent/region until it's completely settled, but you can't simply ignore the homeland and launch an invasion first-thing either.

As Mujus said, the balance of armies to navies is key -- navies are hugely important once you move to mid and end game, but having too many can be just as annoying as having too few. Armies are much more necessary early-game, but again, you can end up with armies waiting for years on coastlines to be convoyed slowly across the ocean.

Definitely look first at your neighbors. The map naturally sets up conflicts -- Brazil/Argentina, USA/Canada/Quebec, Russia/Europe/Near East, China/India/PacRus, Oz/Antarctica, Ghana/Libya/Kenya/South Africa. Settle your local conflicts first, either through alliance or conquest, and do so ASAP so that you can begin interfering with the other conflicts raging around you. Remember that sometimes it's more to your advantage to support a small country against a larger one, so that you have less to clean up once the large one falls.