Generally, select a few minor nations for diplomatic action. They should produce resources you are interested in, and offer useful geographical advantages for your long range plans. 

Rapidly establish trade consulates and embassies in these nations, and try to maintain friendly relations with other nations that these selected nations like. If you start a war, do so far away from your trading partners.

Your goal is to become the favorite great power of a minor nation. Once you are the favorite great power, you have a good chance of eventual peaceful control of their country.