Strategy is the bulk of the game, that portion of it played out on the map. Strategic plans are heavily informed by desired Tactics, especially in the realm of magic. Strategic goals always include procuring provinces, gold, gems, forts, and thrones of ascension in as large numbers as reasonably possible. Depending on details, there may also be specific provinces such as chokepoints that you desire, and there will almost always be specific spells you want to research and specific magic items you want to forge.
You should decide an overall grand strategic plan before beginning the game, and tailor your pretender to fit it. This plan should decide whether you want to win in the early game, mid game, or late game (according to the size of the map and your choice of nation). You should have a way to do that and ways to survive and grow in each preceding age, and it's best to have these in mind when designing your pretender.
The early game proceeds from combat against independent troops into, in some cases, an early war.
The most important thing to do in the early game is to gain provinces before your neighbors do. This, fortunately, can be tested against AI and is therefore easy to plan for. If you can consistently get fifteen provinces by the end of year one, you have a good expansion plan. If not, consider whether the things you're getting instead are really worth it.
In general, you do not want to go to war until you've finished your expansion. Warring before this point will hinder your growth and may condemn both you and your opponent to irrelevance in games of most sizes. If you do find yourself in such a situation, fight bitterly to be sure, but if possible focus more on expanding while doing so than on defeating your enemy. Defeating an enemy entirely is very difficult early on, and the benefits of going quickly will rarely be worth it in the long run.
In small games, it can be advantageous to start and win a war as soon as you've finished your expansion. Powerful sacred units, even if cap-only, can help you win a war before your enemy is ready. Giants with N9 are especially good at this, but cavalry with W9 are also entirely proficient.
The middle of the game begins when you've got around Research 5 in a school or two. This is the era of big armies and head-to-head wars, and many nations have specific research goals which give them winning strategies that are only effectively beaten with superior research and specifically tailored counters.
This is the age of large groups of elites with big buffs. Blood does very well in the late game, because it scales well.