Just a few things. The game is relatively simple once you get the hang of it. Once you have the hang of things, you can beat the computer. So first things first.
-You are playing a group of nations, not a single nation. Thus, if one of your nations goes down, don't worry too much about it.
-Your "strategem" cards are common to all your nations. If one of your nations needs money, use it on the one running out of money. If one of your nations is being ovverrun by barbarians, nothing better than using a mutiny card to hit the biggest enemy stack.
-The game basically plays differently depending upon whether you are barbarians or kingdom/empire. As barbarian nation you are constanly on the move- territories where you don't have troops will soon become vacant.
-As a kingdom/empire, your territories don't decay, but you are essentially in a never ending battle against age. The older you get, the harder it gets. The best way to prevent age is to get rid of rebels as soon as they pop up, convert all the provinces you can to your own religion, and don't grow too big. You get the most victory points for 3 different states (sets of provinces) so don't grow much beyond that.
-As a kingdom/empire, not all buildings are profitable. Only farms, mines, granaries and markets are profitable.
-As kingdom or empire, always try and have enough admin points to pass the periodic checks. Good province governors help.
-Oh yeah, barbarians, enemies and rebels will often destroy buildings. You also have to sell buildings if you run out of cash.
Hope that helps...