1.) AI has some patterns that are easy to exploit once you know of them, and it lacks the understanding of more spesific strategy. AI nations mainly utilize big armies of cheap units, while most players use commanders and mages to deal damage and normal or preferably summoned units just as meat shield. There are also few problems with the AI, like the fact that it builds no fortresses.
2.) Yes. As an example, Jotunheim has three themes. When you play against Jotunheim, you might play against
-Iron Woods has not only cheap, stealthy units that might be able to conquer your lowly defended provinces, but cheap mages that are fast researchers and 1/4 of which are cheap bloodhunters. They also have Hags who are powerful in sorcery, and Skrattis who use the blood slaves caught by Vaetti Hags to summon various demons and devils. You can except them to summon multiple Ice Devils, very tough commanders who can kill whole armies singlehandedly if given appopriate equipment. Iron Woods will probably focus on researching Blood magic.
-Utgård has access to Nornas and Seithkonas, the latter of which is one of the most efficient researchers. Unlike Iron Woods, mages of Utgård can be a powerful force on the battlefield. Few Nornas casting Raise Skeletons can overpower independents, especially since half of the undead will be giants. With Alteration, small groups of Giants and Huskarls can be Body Etherealized, which most often allows for victory against much larger forces. Evocation seems to offer little for mages of Death, Nature and Astral, but with Eagle Eyes Nether Bolt can be quite devastating, and Shadow Blast is well worth the gem it costs. But the real carnage begins at Evocation 7, when each of your researching Seithkonas gains the ability to fire 15 armor negating, damage 20 Nether Darts. Just remember that magic resistance negates the damage.
-Niefelheim has no cheap units. No humans, no Vaetti, nothing. And no cheap mages either. But the expensive ones are something spectacular... Niefel Giants are sacred, so high initial magic really pays off. Nature 9 gives the Niefel Giants berserk +4 (or +5?) and Regeneration, and each of water, fire and earth helps even at level of 4 (+2 def, +2 att or reinvigoration 2). Niefel Lords have magics that help them in fight (Quickness, Breath of Winter, and much later Soul Vortex), can forge themselves some very powerful equipment (Wraith Sword) and can also craft cheaper but still effective items (Sword of Quickness, Boots of Quickness, Rime Hauberk). Niefelheim also starts with Illwinter, which could cut down the income of almost all other nations very early in the game in full version. And as Niefelheim players most often have good blessing, the cheap, sacred and skilled Jotun Herses will be even more valuable to them.
That is for one nation with three themes. The themes differ from each other. The strategies they use differ from each other in many ways. The strategies they need to defeat other nations (and their themes) also differ. The game is *deep*.
3.) I have little experience from multiplayer, but one turn per day or four turns per week offers you time to think about your next turn, *and* have a life. Think of it as a built-in safety measure.
4.) It depends, but not only from your nation and situation, but from your playstyle as well. Gandalf Parker, the (mad?) mastermind, has mentioned he might play Caelum (flying nation) and Pangaea (the stealthy nation) by taking weakly defended provinces, building a fort/lab/temple, and going on. I except he conquers the vincinity of each of these "islands" with new units build in there, while continuing to expand all the time. It would probably be awful to play against a nation like that, as independents would be defending his areas, and if you were pushed back, he would have more resources than he started with... He also mentions having been a pain for the player who killed his pretender god and captured his citadel because he was playing Pangaea and had multitude of stealthy forces everywhere.
Most players conquer provinces near capital first, as castles offer supply bonus to provinces near them and it is faster to get reinforcments, but it is possible to do something else as well.