I recently did my first ever world conquest, starting as the oirat. By 1550 I was still finish off china and working my way through india, by 1600 I was in constant coalitions and dealing with large mams/ottomans. By 1650 I was chewing hard through europe and by 1700 I had nothing left to eat but america after most of it broke free from the other powers.
I finished off all of america in under 30 years.
What I learnt was:
1. Keep on top of trade. Trade means more money, better advisors, more buildings. It's a trade off between trade companies and normal land, but having 10-20-30 merchants means you can stay liquid, even above force limits, even in heavy attrition, even with lv 5 advisors and spamming out the buildings.
2. Play coalitions smart. I got stone walled 3 times by coalitions that contained nations all over the world, in the first, a 5 year war saw me peacing out to give a few provinces from an all to the leader. The second, I capitulated immediately, releasing a couple of decent sized countries. The third was western europe, and I fought through it for a white peace so I could declare again sooner.
Try to keep nations off balance. Sometimes breaking truces, taking cash, setting up long truce timers is just as important as just taking land (assuming you can't eat them in one go). When someone comes off truce, DoW, once a couple of nations join a coalition its a slow snowball into a brick wall. Even if you white peace 6 months later, its still better than austria being in a coalition and bringing in all their buddies.
3. Manpower matters. Soldiers houses, barracks, stack em up and stack em early. My post 1600 wars were entirely attrition. I'd lose fights left right and centre, but still win the war, a manpower cap of a few hundred thousand does wonders for bouncing back and winning. There will be rebels, LOTS of rebels, whilst they were always a nuisance (looking at a stack of 709k particularists was spicy, I capitulated there too, money from point 1 meant the 200 I lost from force limits was still leaving me green).
4. Take forts, break countries. War exhaustion is a glorious thing, you might have taken a few dozen provinces, but with some quick reviewing the enemies cores, you can usually get some rebels popping up to release old nations without too much hassle. Twofer as the main nation is now weaker, and you have a new neighbour with no AE against you and no truce timer. Forts are ass. They take forever to siege, even with 9 day siege timers and loads of cannons. I usually prioritise my first war against a big enemy taking the forts, the second his islands and out of the way provinces, and stripping them into small chunks (better for rebels) The borders aren't pretty but make future wars much easier. Additionally, don't keep all those forts. Keep enough that the enemy can't just run half way across the world and start carpet sieging.
5. Take humanist... Take diplomatic. Humanist gives amazing bonuses for a WC, religious unity, reduced revolt risk. When I was at 0 overextension (rarely) my unrest was at about -10 to 20. Meaning the rebel sentiments event for +15 RR barely touched me unless I was over 100% OE. Diplomatic, because you'll be truce breaking a lot, and reduced province cost is amazing.