Please point me in the right direction, help me get started!

[Taqwus]

Balance is very important. Don't just create *one* main army and run amok with that, for instance; if you concentrate your strength too much in one place, it will be difficult to respond to the inevitable incursions, and you're vulnerable to army-bLasting attacks. Expansion and defense must be balanced; so should magic and mundane, and the balance points will depend on the circumstances.
If you want to play with magic, for instance, try a large map with common magic sites to give the time, breathing room and magical resources to build a research machine. Focusing too much on research on a small map is a fairly simple way to die, while neglecting magic on a huge map is asking for trouble.
Remember the turn order. Magic and magically-caused battles take place before normal movement. So do assassinations. In addition, movement in friendly territory takes place before attacks, so a Last-minute reinforcement is possible *if* the reinforcing army is still in shape to move, e.g. did not lose its commanders during the magic or assassination phases.