This is for SP only?
OE:
OE is a land-based MP-rich orthodox-tech nation with lots of cores.
You can easily expand whereever you want. This also leads to some problems:
BB: don't force-annex anyone except Byzanz. Let others do the annexions and dow them later or get into an alliance where someone is likely to dow your intended targets. Be alliance leader for avoiding to get peaced out.
The reasoning behind this is: stab.
Stability is very expensive for OE even when you've managed to convert every province because of size. BB makes it even more expensive. Most of OE-provinces will be rather poor and OE is not the nation to make up for it with big trade income so try to keep BB at a low level.
Religions: too many religions. Convert them. All. Best to be done while OE has super-admin. There will be some admin-boosts by events later in the game but the early monarchs are the best. Land-conncetion, adm-level, culture, fortress-size,population have an impact on conversion costs/success. Converting islands is very expensive, that's why I consider corfu+Creta+Rhodos for example to be too expensive to take until you can afford them.
Expansion: Venetian Islands, Hungary.....that's crap

There are some provinces in the balkans you might want and you can always grab the non-culture cores later but the better provinces are in the east or in the south: Armenia, Alexandria, Basrah, Isfahan, Iraq, Tabriz ,....and then India. You can expand into the east by DA and this can be done while letting the other sunni nations there a) win and b) convert before you DA them: Kutch, Ganges, Malacca and all the other interesting parts of India. North Africa except for Egypt: low value. Will be interesting when you have a chance to get to Songhai/Mali/Benin but that wouldn't be my choice of expansion. You can try to get Isfahan+Land-connection (preventing Persia to form) or force-convert+force vassalize Persia. In the east you will face the low-tech nations. Don't take crap like Nogai/Uzbek/etc even if you could. Wait until you can afford it. DA in the later game will most likely force you to stay aristo=max to be able to DA anyone. Even then it's very important to keep BB very low because you have only few diplomats to rise relations.
Colonizing: India before anybody else does. No Eastern Africa.
Fortress: never build a fortress in SP.
Manus: refineries. A lot. That's one of the few cases where you should mint. Built all of them at once asap. Sooner or later you will lose some to events but that's not a tragedy. Built more again when you have more money. Inflation/budget: you spend your money on january 1st. Spend it on soldiers, tax collectors+conversions. OE can get a lot of census tax and that should be enough after some conquests are done. 100% of investments goes to tech. Some inflation for conversions is ok.
Fighting: don't fight against the AI. Let attrition do the job for you and out-siege them...except when you can kill your opponents on plains with all-cav-armies.
Trade: don't. Not until later in the game when the ratio of income/stab costs has become lower and you TE has risen
Techs: Infra 3. Manus. Infra 4. Finish Trade 4. Infra 5. Gouverneurs. Don't invest in land or naval for the first 100 years except....when you're close to finish a tech level and want to expand your territory. In that case switch to that tech levels for a short time.
Mamelucks/Oman: get their best provinces early (Alexandria, Syria, Delta, Nile+Zansibar are good Provinces. Mascate+Cairo, too, but these are capitals. Most of their other provinces are not stellar) or force convert them. Otherwise you may get a lot of shiite provinces when you wait for the Calipha-event or let a shiite Oman colonize.
In my sig there is link to an OE-AAR where I played differently by taking lots of poor provinces but this was for another purpose

Wars: wars can be very profitable. Read ws2_32-AAR's for more information.
colonizers:
Get rid of unwanted provinces. Grab some rich ones which won't put you into cycles of war. Stay out of wars. Hypertech. Manus. Get trade+infra up. Then colonize. The big money for most colonizers comes from the combination of monopolies+minting (gouverneurs). Colonizing alone is very expensive especially when you start it early. Go for 1 colony+lots of TP's for each era of interest when you want to colonize early.