Er, let's see what I did wrong here...
I didn't start war early, but spent the time mostly grabbing myself allies. I quickly grabbed myself Italy, within the next few months, and forcibly stopped their troops from annexing to get War-time Civil Expenses bonuses, until 1938, because I didn't want there to be any problems with the coring events. I dumped a lot of money on Nat. Spain during the SCW and got Spain in the Axis.
After 1938, I stockpiled up money, influenced Japan, and as soon as Munich was over, I allied with them. Japan fell Nat. China by August, by using beachheads on the Chinese coast to quickly encircle and overrun. Czechs were divided into Germany and Slovakia. For Molotov-Ribbentrop pact, I went by the historical route, and I prepared myself to rush the polish border with a few troops - relying mostly on my eastern allies, but I placed most of my forces in the West, in hopes of taking Paris before winter. A quick invasion of Ireland also took place, in preparation for Sea Lion. I did so, only to find that either UK had not guaranteed Poland, or Poland refused, (Looking at UK's intervention slider, UK didn't offer it) therefore there wasn't any Allied DoW to worry about. So I took troops out of the Western border just in case and make my life easier... Except France DoWs me a week later.
I quickly DoW Netherlands and Belgium, overrunning them within the space of a month (lacking proper panzers and amount of soldier to worry about), then I push through France through brute force and sheer numbers, and by November 24th, Vichy is created.
Poland was felled quickly, but I conquered all of Poland and then refused the Soviets any loot. Most of the soldiers on this border went to aid French conquest, but some Panzer divisions were left to go North to conquer the three Baltic states.
And now that I've conquered France, trying to make a beachhead through Liverpool, and mopping up the Baltic conquests with only Estonia left, SU DoWs on me.
Worthy of note is that Japan declared Pearl Harbour two years early.
Did I do anything to piss off Stalin here? Other than keeping Poland to myself, I don't think I've done anything special...