I am a fairly new player to the Total War series and I have recently been hooked on Total war Attila. The Danes start a small island with a city called Hafn. You are also at war with two tribes below you and likely will be at war with a few more people in the coming turns. Everytime I play I get declared war on by Geats, these hold the major city in your starting province. They can be very hard to defeat so be careful.

So enemy wise you are already at war with two nations to your south. You also have to be weary for the Geats to the north. So you need to choose who you attack first. The first option which is to attack the nations to your south is your best bet as you don't have the forces to attack the Geats in their settlement. They will likely try and attack yours.

Make sure if you see an opportunity to take out their army while they are at see you do so as your navy will be able to auto resolve the battle and win with ease leaving you with a prime opportunity to seige their city.

Once you have secured your situation you want to start setting goals. Such as taking all of your starting province and where you want to expand next. So again you have several choices such as attack the east, attack northern France and expand into Europe or take parts of the UK. So no matter what you likely want to attack the Western Roman Empire as they have several ripe cities for the taking.

As for potential allies the Franks and Saxons can be good as they will hate the Romans with you but as with all allies sometimes they grow too strong and you might have to put them down.

In my play through I managed to secure England, Most of France and Northern Germany Killing most of the Western Roman Empire, Franks and Saxons.

The Danes are a great nation to expand and secure your control over Europe but they start in a very difficult predicament. So you have to fight tooth and nail to keep control over your empire.

As for Military I recommend taking the usually 4 spear men, 4 melee troops, 2 axe infantry, 4 horse units and fill in the rest with ranged units and mabye some Onagers. You also get some great naval units so you might want to take advantage of them and have some marines to back up any naval attacks. The marine units are ridicualulusly strong and can decimate other units. So having a small but strong navy is a good idea as well but be careful as naval up keep is expensive. A navy also takes advantage of your unique bonus.