1.- Never, ever, forget to disband your ships when you don't need them anymore. This has costed me more than a couple Ironman games.
2.- Save a lot of money before even thinking of a naval invasion. Ship maintenance is extremely expensive. See 1.
3.- You should always be pessimistic about battle outcomes. Never expect to win under equal odds. Always try to fight at uneven odds, stacked in your favour: use mountains, rivers, numerical superiority, etc; just like they used back in the old day. If you want a fair fight, go boxing, not crusaderkingering.
4.- Do not underestimate the Mongols. Do not think you will be ready.
5.- Do not grab territory just because. Some vassals and their territories can be more trouble than whatever benefits they can bring. Do you really want to go to war in order to take a territory that will not only pay no taxes and give no levies, but will actually have a lord who hates you, votes against you and will try to kill you?
6.- Do not get too attached to your characters. The moment you start to feel love and respect for a character, the Advanced Feeling Detection Artificial Intelligence which is secretly installed by Paradox on your computer, will trigger events that will make himl die due to a manure explosion, sifilis, stress, a falconry accident and other things, all combined, all at once, and just before he is proclaimed emperor or some other great deed.