England:

England's top priority in the opening turns of the game is survival and Scandinavian or French expansion. If England can get a foothold on the European mainland, she is virtually impossible to kick back out, and will have immense leverage over her neighbors.

England has one logistical concern in the opening year: getting her army in Liverpool onto the European mainland. The army is nice to have on defense if things go south, but it projects no useful offensive force on the island, so convoying it to the mainland in 1901 is important.

England is essentially never getting Belgium in 1901, but wants the capacity to influence Belgium, either to help a desired ally get the province or to ensure no one takes the province in 1901, buying her time to make a play for it herself in 1902.

F London - North Sea
F Edinburgh - Norwegian Sea
A Liverpool - Edinburgh

This moveset gives England the most options in A1901. If Russia is threatening Norway, then you may convoy the army to Norway via North Sea with support from Norwegian Sea. If Russia isn't, then you can convoy your army to Norway and use your fleet in the North Sea to influence Belgium. If you want to get frisky at Germany's expense (say, if Germany moved to Holland instead of Denmark in S1901, and France put two units on Belgium, so you don't have to do anything about Belgium), you could even bounce Germany out of Denmark or Holland without risking your fleet in the North Sea.

As for your initial alliances, Russia is almost always going to be an enemy. At best, you can have peaceful but noncooperative relations. Russia wants Sweden, and Russian players who get Sweden tend to build in St. Petersburg, which will cause you a lot of trouble. And if Russia hasn't been able or willing to do that, it's because she's so tied up with Austria and Turkey that she can't help you get aggressive against Germany. My preferred expansion route as England is into Scandinavia and St. Petersburg, because it's easily held against Germany and Russia, and it's a very solid 2-3 centers you can easily claim.
France is frankly terrifying. If France wants trouble with you, then he will usually beat you, short of heavy German intervention on your behalf. There's just too much space to defend in the North Atlantic + Mid Atlantic + Irish Sea + English Channel area, and losing even a single home center is usually disastrous for England, where France can afford to lose a center without collapsing (again, absent German help). But France can sometimes have issues with Italy or Germany, and sometimes will just prefer working with you to working with Germany. I would not initiate hostilities with France, as that's a fight you often lose if the French player is strong enough or the German doesn't want to help you, but be aware that you are going to need to deal with France at some point.
Germany is your best friend and preferred alliance partner, but good German players are going to be a bit wary of you. I would be aggressive in signaling support for Germany in 1901 (I would almost always support Germany into Belgium for instance), because allying with Germany and beating up France and Russia is by far the best path to an English victory.



France

France's top priority is avoiding a two-front war with his neighbors. France is so flexible and defensible that he can often hold on even in the midst of such a war for a long time, but you'd obviously rather leverage those advantages offensively instead of leaning on them defensively. France should usually build two in 1901 and be able to pick his preferred first target.

France has a few key spaces that it wants to keep empty or French-occupied.

* English Channel: England being in the Channel isn't intrinsically a problem. I would worry if there's also an English army in Wales or London or Belgium, but on its own a fleet can only threaten Brest or Mid-Atlantic, and it can't really keep Brest against a dedicated defense.
* Burgundy: The bad news is that losing Burgundy is an immensely crippling blow to France's defenses. The good news is that Burgundy is almost impossible to take without a very dedicated combination attack from Germany and one other French neighbor.
* Mid-Atlantic Ocean: This is the second soft spot in the French defense. Taking MAO is not easy for England to do if France is vigilant, but losing it is a nightmarish prospect since it borders three French centers that are spread out over four spaces; simply having a garrison in Iberia isn't sufficient to ward off an attack, and it's hard to kick someone back out of Iberia once they get lodged in.
* Gulf of Lyons: The last soft spot in the French underbelly. This one isn't often leveraged against France, but when it is, it really stretches France's defenses thin, because it's really hard to hold off an attack from the Mediterranean and an attack from the north.

F Brest - Mid-Atlantic Ocean
A Paris - Burgundy
A Marseilles S A Paris - Burgundy

This moveset ensures Burgundy will not fall to Germany for nearly the entire game, and it gives you access to both your builds. It's a little weak to pressure in Piedmont or the English Channel, but you can still generally afford to go get your builds and decide from there what to do. If you're left alone then you should be able to pick your first target at your leisure. If you're not left alone, then you should have the resources to go after whoever started problems with you.

France's best first target is generally England, because England's centers will almost certainly have to be captured in a French solo, and England is at her relative weakest compared to France in the early game. France can generally defend himself against Germany quite easily, so fighting England is feasible even if Germany isn't cooperative, as long as you can get the jump on England first.
Germany is a less enticing target. Here the defensibility of the French-German corridor works against you: it's easy to defend Burgundy from attack, but really hard to push past it against a German player who knows what he's doing. Belgium is an integral piece of that puzzle, and you generally need some help from England to really get through. There is much more explosive growth potential if Germany just crumbles, but a decent German defense is usually sufficient to take away the explosive aspect of that growth, which is the main benefit to picking Germany in the first place.
Italy is also an option, and there are certainly gains to be had. Getting a foothold in the Mediterranean early is quite nice as a stepping stone to a solo. However, this can usually only be attempted if you have a friendly England -and- Germany, at which point you would probably be better off picking one of them as a target and getting after it.



Germany

Germany's top priority is getting into 1902 without pissing anybody off. Germany's position is very precarious, as he is just barely able to defend his position with the five units he should normally have at the end of 1901. Losing even a single center during the early turns can lead to complete disaster.

This vulnerability is the downside to Germany's greatest strength, which is his flexibility and abundance of expansion options. Germany starts encircled by a large number of potential enemies, but if he can manage to be patient and avoid the ire of his neighbors through the first year or two, and let his neighbors start picking fights with each other first, then he can usually pick his own battles on his terms and expand safely into a more defensible position.

F Kiel - Denmark
A Berlin - Kiel
A Munich - Ruhr

The interaction between Germany and Russia over Sweden is a critical one in gunboat, just as in full-press. Germany has a wealth of options in full press, since he can communicate to Russia whatever demands he wants, and Russia has little choice but to obey if she wants Sweden. In gunboat, you can't communicate specific demands, so the texture of the interaction is much different. Germany generally needs to move to Denmark to keep open the option of bouncing Russia, if the circumstances merit bouncing.
Without a specific reason to bounce Russia out, like an incursion to Silesia or Prussia, though, I like supporting Russia into Sweden. Bouncing Russia out of Sweden tends to give England a lot of leverage in the area, especially if England doesn't open to the English Channel and can commit all her forces to Scandinavia in A1901. As discussed previously, England is very hard to evict from Scandinavia once entrenched; you might take away all opportunity to secure Scandinavia for yourself as early as A1901 if you haphazardly bounce Russia out of Sweden.
Supporting Russia into Sweden is also an explicit signal of friendship, which ties into your top priority of ensuring that your borders are secure. Russia is desperate for any friend she can get in 1901, and will usually reciprocate the kindness, even if only by staying out of your way. Russia will sometimes even build in St. Petersburg if you give her Sweden, which is sure to start a fight in Scandinavia, which is part of what we want to achieve early on.
Your other moves are pretty standard, your army in Berlin is going to grab Holland to secure a second build. Your army in Ruhr has some leverage over Belgium. I like just blocking England and France out of Belgium and not expressly trying to help either one into Belgium. Resolving the Belgian question removes a potential source of tension between England and France, and we're trying to stoke tensions here to get the guns pointed at somebody else. If you think England and France are likely to bounce each other and you don't want to commit to anything, just support yourself to Holland; it's a conservative line, but a plausible one (it would suck to be bounced out of Holland, after all), which avoids committing to anything or looking grubby for the center yourself.

Germany has a host of viable targets. The catch is that Germany can't really go 1v1 against any of them. This is why stoking tensions in your neighbors matters so much -- your starting position is not only vulnerable to attack from your neighbors but you also lack the ability to project force effectively against them, so you need them distracted in order to get a window.
Ideally, you're going to have England and France bickering about Belgium and maybe the English Channel, and you're going to have England and Russia bickering about Sweden and Norway. This should give you the window either to intervene on behalf of England, or make a move on the North Sea, with France and Russia pulling England's attention in a thousand different directions.
It's hard to recommend a specific target, because you're going to have to read the board and figure out where the conflict zones are, which players are leaving themselves vulnerable to you, etc. before you can know where and how to strike.
I would tend to avoid invading Russia. You can only really get to Warsaw before anybody else, and holding Warsaw and even Moscow can be hard if Turkey or Austria decides they want a piece of the action. If you, and not England, can somehow get most or all of Scandinavia + St. Petersburg, then that's a viable way to attack Russia, since you just have to work on England next to secure yourself. But a march straight east just isn't very profitable.
Long-term, England is scarier to you than France, but allowing France to grow too much from England's demise is just as much of a problem for you as England herself would be. More important than which of those two you eliminate first is doing so in a way which doesn't just profit the other one, because if England or France emerge from their war with the other with more resources than you, you're probably next and that's not a fight you really want.