Depends on what kind of a game your looking to have. I wanted to go on a conquest spree, so here is what I did.
Start as Haixi - Jianzhou borders Korea and Ming at the start, so its very likely to be hated or disliked by one or both of them. Haixi on the otherhand can form an alliance with one or both of them and conserve manpower. Yeren is pagan, so while that makes for easy conversion to Christianity later, its still a pain in the ass. Haixi also has the benefit of getting to expand in all 4 directs at the start instead of having the sea to the east.
Get Administrative first, put national focus on it. Stacking coring cost reduction is amazing. More and cheaper mercenaries is also amazing since you'll want to conserve as much manpower as possible. And the earlier you get Administrative, the more ADM points you'll save in the long run, which are the most important MP points in the game.
I basically ran around with all my merc eastern archers in one stack and regular swarm cavalry in a second stack, using the first to siege and take the brunt of the damage in large battles, and the cavalry to murder my enemies and wipe medium sized or smaller stacks. Try to keep manpower above 25% as much as possible or peasants war event could fire and screw you over.
After allying with Ming and Korea, expand into Yeren and Jianzhou - vassalize them, do not take provinces directly from them. You need to save the ADM points early, especially if you don't have your core reduction cost modifiers yet. I took 2 provinces that I had claims on so that I could attack Buryat (or whatever that tribe to the north is called) and start fabbing claims on Korea). Should be very easy with Ming or Korea at your back. After that, you should have your core cost reduction ideas up, start spamming out claims in all directions. I didn't bother with improving relations with anyone except my vassals to annex them, and so even with being at war constantly, I always had claims on pretty much every province possible. If you manage to ally Ming and they didn't become hostile, use them to soak up all of manpower of your horde enemies to the west. Start making your way to Muscovy. Alliance with Korea should also break after you integrate Jianzhou, so you can start attacking them too. When Ming does turn hostile, you should be wealth enough for at least 15 cavalry regiments, and be ahead at least one or two levels. Crush them.
I went with Humanism second because you'll need the religious unity, tolerance, and -unrest.
Right now its 1520 in my game, I have Tibet, all of China north of the Yellow River and a stripe down the east coast and west border, Korea, and all the horde lands east of the center or Uzebek, which I rush to because Muscovy crushed Novgorod and took expansion first. I sniped their colony and it finally completed after like 60 years because I didn't have a colonist.
