The CK II Nomads plays very much like Sengoku, if anyone's ever played that.
Your troops start off really weak, but you get lots of means to improve them (most of them buildings), and these incremental improvements i find make all the difference.
Clan management will feel very similar to Sengoku, where you have to start handing out land to the other Khans within your Khagan once you have too much lands of your own- though the golden rule, is always have more land than the other clans. The good thing about being a nomad, is that you have an incentive for having lots and lots of children, and most, if not all, stay at court. Nomadic succession is one of the best after Elective.
For marriages, always go for marriages between your vassals where possible, as it raises their Clan Sentiment towards you, in a positive direction, which means they are more likely to answer your call to arms.
Because nomad troops start off really weak, you'll want to raise as many Brilliant Strategists as possible, so lots of guys with high martial abilities to lead your cavalry.
A properly managed relationship between vassals, with lots of marriages between as many members can create a literally unstoppable force.