Wow that’s a broad question.
Well, the Russians don’t have a lot of variance in what they can do. In general, where people vary is on the best first turn attack is and the best buy to compliment it. Quite a few things will work. Personally, I like hitting Ukraine with everything that can reach and West Russia with everything else and buying 3 infantry 3 tanks first turn. The alternative to that is attacking West Russia only and stacking Caucuses. My concern with that is an aggressive Germany counterattacking West Russia. I guess the main place people can vary is what they do with their Eastern infantry, send them after Japan or bring em home.
Germany has a little more flexibility than Russia. Where many people differ is whether or not to build in the Baltic, purchasing, and how aggressively they play. It might be a decent idea to build a Baltic navy if your opponent hasn’t faced it before but in general I build primarily infantry and don’t add to the Baltic navy. Their first turn moves are set in stone like attacking Egypt and the med Battleship with the only variance in how much is sent to the battles. In general Germany needs to keep enough to either hold or deadzone their core territories for as long as possible WHILE pressing against Russia. You might want to read the article on the Lurch.
The UK, being two turns in has much more flexibility. Their first turn options are usually just what to do in the Pacific(loads of options there), countering Egypt, attacking the Baltic if not reinforced, and depending on German plane placement, taking Norway or Algeria. Something fun to try is a factory on India. A good Japanese player can probably take it without a lot of Russian help. As far as overall strategy, I usually build to 4-6 transports and shuck units in Europe. When the US and UK both go after Germany it’s called KGF(Kill Germany First) as opposed to when the UK messes with Japan with starting units and the US builds in the Pacific which is called KJF(Kill Japan First).
Japan and Germany’s roles are pretty much set in stone. Go after Russia. As Japan I prefer to rely on transports in the early rounds to funnel units to mainland Asia. My first turn buy of choice is 3 transports and 2 infantry. One benefit of relying on transports is that it provides a threat to the US west coast and costs nothing to set up. In most cases your first turn will just be attacking China and the Hawaii seazone. Main priorities first turn are to take China in force, that you won’t be counterattacked in Hawaii, and that the transports are safe. Important choices later are factory placement and which prong(s) of attack to press hardest. Coordinating moves on Russia with Germany are also important.
The US generally has two options. Go for Germany or go for Japan. I don’t recommend going for Japan unless they did something stupid, they skipped attacking Hawaii, or had a poor first turn. In the first few rounds, the US won’t have much for combat moves. They might go to Algeria round 1 either if the UK went there or Germany had poor plane placement. Assume you’re going for Germany. The goals in the first few rounds are usually going to be protecting transports, building up to 8 transports(called a 4x4), securing Africa, and sinking the med fleet. The basic “shuck” involves building units on EUS to march to ECAN to be transported to London(or Algeria) and then be transported by the second group of transports to Europe. Something to consider is building some units on WUS to be marched to ECAN and covering the West Coast from Japanese meddling.
Was this at all helpful? I thought I covered the basics but the other piece of it is just playing, taking it turn by turn, and discovering what works.