Clever thread title… +1 karma.
Edit (title is completely relevant to your post - sorry, was reading very late at night)
I second Dondolee’s thoughts. When starting out bear in mind how the game is ultimately won - for the axis, by taking Moscow before the allies can take either Rome or Berlin. It’s a race to see who holds out longer.
Japan should efficiently grab land in the first two or so turns, build up factories in South Asia (rounds 1-4) and then ply tanks and infantry through India > Persia > Caucasus > Moscow. Send enough troops through China and Siberia that you’ll have enough to punch through, but sending the bulk of your force on the southern route. As you play more games, take note of which strategies allowed you to occupy territories faster and get a better flow of troops to russia.
Italy and germany’s role is to stay rich and keep russia poor. They generally don’t have enough power to crack russia without some early luck, so you just need to treat 'em rough and keep 'em honest. Never let russia get their 10 IPC objective - this is a death knell. While you want to deny and pressure russia as much as possible, your main task is to not let UK/US kill you - a tough balancing act of agression/defence. There are many ways to skin this cat, but piles of infantry and scattering of tanks are the best place to start from a learning perspective. You’ll soon find the limitation of infantry - while extremely cost effective, they can only be in one place at a time. It’s hard fighting two wars that are 5 spaces apart. While boats and planes pack less punch for the money, they can threaten a much larger area. Once you get a handle of the flow of the game, you’ll find many ways that german planes and boats can improve your effectiveness. As dondoelee points out, this is playing with fire and you expect to get burnt a few times while you figure it out - start simple.