Re: How difficult is this game?
The general early game advice of averaging at least one province/turn for the first year applies as long as you have indies to conquer. Turtling vs rushing really begins when you start running into other nations.
In the expansion, in an SP game, don't worry too much about defense. Independents don't attack, so all you have to worry about is random events. Once you have a border with another nation, defend that. Buying up PD is the usual defense, maybe supported by a few troops to cover your PD's weaknesses.
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