Well, I would recommend taking some time to browse through some of the posts in this section of the forum, because it is no longer very active but most of the advice is still prudent. There are also a few articles about A&A revised strategy for each nation.
In general, though, I would recommend that you immediately try to pressure Germany with all three allied players, while not forgetting about important pieces that are already on the board (such as British Fighters and Navy scattered in the Indian Ocean / Pacific area, or the American transports in the Atlantic). Try to minimize the amount of money that you spend on expensive naval units, focusing on ground units and transports as much as possible.
Also, depending on exactly what rule set you are using (box rules, Larry Harris Tournament Rules, house rules, etc.), you should strongly consider some strategic bombing raids on Germany with your existing bombers.
As Russia, I usually struggle to contain Germany on the Eastern Front, so be careful and try not to expose too much armor to German counter-attacks. If you can keep Germany from pressuring Caucasus that is good.
As Britain, I tend to purchase some big boats on the first turn, play a little bit defensively until I am certain that a German invasion is impossible (I often try to sink their Baltic Transport ASAP to accomplish this), and then I work on pressuring Germany. Make sure that you purchase the right amount of transports and keep your navy alive, otherwise you can end up out of time and feel like you are wasting your turns. A turn that you are not landing troops in Africa / Europe / Russia or trying to invade Western Europe, is in my opinion, a bad turn for the UK.
As the US, I used to hold the orthodox position that the only correct move was to transport units into Africa or Europe every turn, although I have lost to US players who are aggressive in the Pacific. Try to look for opportunities, and don’t be afraid to be a little bit “cost- ineffective” in your battles if it means forcing Germany to engage several players at once. I maintain that Africa is best left to the US, and if the US idles with its Atlantic transports it can mean losing the game for the Allies or at least a hard game for the UK. Even if you are doing a “Pressure Japan First” strategy, I highly recommend landing your Washington Forces in Algeria right away, and trying to add targets in the atlantic for the strong (but finite) german air force. Reinforcing UK’s moves is generally a good idea, too, if you can. Remember that the UK and US get to move (in that order) between Germany’s turns, so look to strengthen the UK position every turn with this pattern.