This will be a short guide to taking the entirety of the world as presented to the player. It is possible, though it will require near-constant war through much of your playtime. Thus keeping your vassals happy is imperative, requiring good leadership and plenty of income. With good knowledge of the game along with luck (or quickloads) it is straightforward (a very different concept to easy). Personal notes will be denoted with squiggly brackets.
If you want to incorporate all provinces into your empire you must pick a leader of a country who has a chance of doing so. You must also make sure you have suffecient time to do so and that means starting early, start in a position of power and being able to conquer or inherit large portions of land quickly.
In 1066 you could pick the byzantine empire; either as the emperor, his heir or someone who has a claim or a dynasty who can get a claim quickly (through inheritance). This will be based on a norse 867 start.
867 Norse empire Edit
In 867 some of the norse leaders in scandinavia get events which allows them to conquer large portions of Brittania. Bacsecg of Jylland should pick Mercia. He can call in several other norse leaders who are also conquering parts of Brittania.
After having conquered Mercia, you should usurp the jarldom of Jorvik to splinter it -- this will weaken Jorviks powerbase which is vital for your survival since Jorvik, Sjælland and Sviþjod will often try to subjugate your holdings. This works best if you can gain a kingdom title first (subjugating Sjælland for Denmark is a fast way) you can then start to vassalize large portions of scandinavia and england. Before you know what's going on, you have your first, large and powerful, emperor title. Get rid of gavelkind succession as quickly as you can; preferably before getting too large, since it will be more difficult the larger your are.
If you can, get all of Finland before you reform -- this is not an absolute requirement but it does make it easier to conquer Finland since you will otherwhise suffer attrition. Start nibbling away catholic lands while also expanding into asia -- expanding into asia will be easier before you reform since you will not suffer attrition.
If you can't get rid of gavelkind, you should give titles you conquer to your spare sons -- only enough to make sure you don't lose any important titles when you die. With a bit of luck, your primary heir will die and your second in line, will then have all the titles you gave him as well as the ones you inherit. Try to give most counties to other vassals before you give your sons jarldoms -- the jarldoms are the ones that count, not the number of counties. If you have too many kingdoms, they count more.
Gavelkind is very useful for eroding the powerbase of vassals -- each generation with more than one son will split their holdings into several parts and thus erode the power of each heir.
With no skill at all, you should be able to conquer most or all of europe and asia, sans india, within a few centuries (about 200 years should do it), by which your primary concern should be picking which duchy you want to conquer next -- if you can keep your vassals from revolting.