Norway has some really cheap light ship so you should maybe try to play trading game.
Exploration is encouraged thanks to the colonist, however you can get explorers and conquistadors without need of exploration.
Maritime + Expansion + Trade is maybe a good strategy if you are going for a trade empire.
With expansion you can get cb on asians so you can get control asian trade quite easly, however you would still need a way to get the range to colonise africa.
With these ideas you get really cheap light ship, 4 extra merchants, an extra colonist and good trade.
You also get access to two rather good policies, one that add naval force limit, togther with maritime you will have +53% naval force limit meaning basicly an extra 0.5 light ships.
The other policy will give you 10% more trade efficiency and 20% trade stearing which is allways nice for a trade focus nation.
However I haven't had a game as Norway but this strategy should maybe do well.
Another good idea is try to become a republic because then you can get plutocratic ideas combined with maritime give you a policy that make your light ship even faster and even stronger in comebat.