The easiest place for initial expansion is in the Balkans. Keep track of alliances and wars there then no-CB a country such as Bosnia or Herzegovina. Vassalize then annex. Expand in that region a little, but you are unlikely to be able to defend against the Ottomans so don't become too attached to the land. Unfortunately Bosnia and Serbia aren't formable nations, so you will next need to head elsewhere.
This initial power boost from the balkan land grab should allow you to upgrade to more powerful allies. Now you want to accumulate splendour (Mandate of Heaven DLC required). The easiest way to do so is by humiliating a rival (e.g. Serbia). Alternatively you can upgrade your capital to dev 30. Whilst doing so, look for any chance to grab Adriatic coastline, since this opens up the possibility of making claims into Italy with the eventual aim of forming Tuscany (or Italy itself!). This path is opportunistic, since Venice and the Ottomans are likely to contest coastal provinces, so it can't be reliably done every game.
As soon as possible take the age ability "Transfer Subject". This allows you to fabricate claims bordering claims. So until the end of the age of discovery you can form a chain of claims leading through Austria, all the way into southern Germany. What you do when in Germany depends a lot on the various alliance systems active. Just find a small country with weak allies that isn't a free city (since the Emperor will defend free cities). In my game I helped my ally Bohemia in a war against Bavaria. Bohemia forced Bavaria to release Salzburg and Landshut, and I then declared on Salzburg. Vassalize your target. You can then either wait to annex the target or declare straight away on any of its neighbours. You can core any province bordering your vassal, allowing you to expand your German foothold.
At this stage you want to decide which country you will aim to form. Bavaria is probably the easiest. Franconia and Swabia are also possible. Look up the requirements in the Wiki. To form Swabia, you will need to take Ulm, which is a free city. If you declare directly on Ulm you will fight the Emperor and its allies. The best route is probably to co-belligerent Ulm in a war with one of its allies, but you might still find yourself fighting a long list of enemies and with a large amount of aggressive expansion. To form a new nation you will need to culture switch, which requires accepting a culture and then for 50+% of your stated dev to be that culture.
You could also opportunistically look to form a few other tags. Croatia is a great target if it somehow escapes Hungarian control, since it's a reformable tag (you will need to destroy or annex the original incarnation). More distant targets like Prussia, Georgia, Hanover, Switzerland, Ruthenia, Greece or Westphalia are certainly possible, but are likely to be harder. It's even possible to reform Austria if it happens to die!