Yeah, the Allied strategy is hard to prescribe as the Axis decide the direction the game goes, best way is to just get some games under the belt. I have some sugestions, based on the few games I’ve played, which are hopefully are easy to follow. I’m not very experienced though, so these tips may be sub-optimal.
1 Avoid losing units, focus on gradually pulling back and defending Moscow.
2 Build defensively (infantry, maybe mechanised infantry in Leningrad so they can get back to Moscow when needed).
3 Pull infantry back from the far east and try to keep Moscow until they arrive.
1 Put most of your IPCs into the Europe side.
2 Get transports shuttling troops across to Morocco and have enough navy to protect them. Push the Italians out of North Africa.
3 Threaten landings on mainland Europe to force Germany to spend defensively and ease the pressure on Russia.
1 Be careful of leaving units in range of Japan’s air units, and be sure to protect your one fighter.
2 Take out any Japanese land units you reasonably can, they are hard for Japan to replace initially, but focus on staying alive for as long as you can.
1 Try to deny Italy income. Attack Italy’s African territories where reasonable (e.g. Ethiopia), and stop it from getting objectives.
2 Concentrate whatever navy remains after German and Japanese attacks, try to get control of the Atlantic and Med to help move troops.
3 Keep hold of key territories (e.g. Egypt and India) and if you push out from these be wary of being outflanked by transports and losing them.
1 Your income is limited, if possible grab an objective or one of the Dutch East Indies to boost it.
2 If Japan comes after you early then defend as long as you can as it keeps their ships and planes out of position.
3 Otherwise annoy them as much as possible, keep grabbing Dutch East Indies islands and forcing them to invest units in takling them back.
1 Stay out of the way and enjoy the ride!
If you are playing a VC game then keep an eye on the VC count, if Moscow falls make sure to hold Egypt, if India falls make sure to hold Sydney and Hawaii.