There's a few things to keep in mind:
- AE/relations are much worse going west/south than going east. If you don't touch Danzig you can usually keep Denmark and Poland as BFFs, but you're stuck expanding almost exclusively into a coalition hellhole. If you take Danzig AND Lubeck while Denmark has the mission "Danish Trade" I find it completely impossible to stay friends, and likewise almost impossible to buddy Poland if you go too many provinces into Prussian turf.
- The areas needed to form Germany are southwest, right into the heart of the HRE. The places that give you tons of money are going to be along the coast, into the knights for Baltic estuaries or into the Hansa for Lubeck node control. If you want to form Germany asap, you may need to be careful about money, while if you just go right for the big prizes, it may take you some time to be able to get down to Bavaria to form it, but you'll be rich.
- In my opinion the easiest way to form Germany is an alliance with Poland, Austria, and either Bohemia or Denmark. I full annex Mecklenburg in the first war vs TO (fastest sea access), don't touch Danzig, and usually use Saxony or Thuringia, situation depending, as my to-feed vassal. I strongly dislike annexing multiple HRE vassals; I don't annex a single member until I'm ready to form the country - heavy diplomat micro is usually not even enough to stave off coalitions, I can't handle another -30 hit on top of warfare.
- If you want to form Prussia, expect Poland to hate you. If Bohemia starts a rival, you really need to make Denmark a friend, which should mean not taking both Danzig AND Lubeck. Sweden is a garbage ally for Brandenburg in most cases; they often can't get the access to help your wars, and end up hating you over Pomerania. They're great basically if and only if you're pushing into Muscovy or into Denmark. If you can balance a friendship with France and Austria, awesome, but don't lose Austria even for France.
- Finally, and probably most importantly, expansion into the HRE is generally capped (barring expert coalition management and play) by your relations. If you take places you didn't need, or even just at inflated price, you probably slow yourself down. Getting caught fabricating hurts, and taking without a claim hurts, so you don't really want to take unclaimed land but you also don't want to fabricate unless you ARE going to take it. Anything you can possibly take through personal union without an AE hit is the best possible outcome.
Being a greedy jerk myself, I usually don't end up getting to Nurenburg for a while, unless I'm starting down there (not Brandenburg), because I want to carve my way towards Riga, Sjaeland and Antwerp!