So you have The legacy of Rome DLC and you decide to begin at 1081, the Alexios bookmark, and you pick Byzantium over Rum. Your Emperor is called Alexios Komnenos, just like the title. First objective is to capture the weak serbs countries. If you are thinking of expanding into sourthern Italy you can make the Greek state of nepal in Italy your vassals or you thinking of expanding north but you don't feel like doing it just make the Kingdom of Bulgraia title and give it to the duchy of Moesia because they always like expanding to the north. Once you're done, you're ready for war. Your target is the Rum kingdom. They've been fighting the Fatimid down south, so this is a perfect time to declare holy war on them. You need to make a easy path to Asia Minor so holy war for Nicea. With all men together you going to need to divide them into two armies. Keep your armies close together so the Rum army can't destroy your army. You going to need them for your next war. After you capture the coast, the Rum will give up and give it to you, war over, yay! NO! That's just the beginning of it. Since you have made a beachhead you need to go south to make the beachhead bigger. Break the peace treaty(that just going to annoy off the muslim but who cares) and invade with your armies. Do what you did last time and keep doing it until you reach Antioch. Use your wealth to build up Constantinople and and capture all the coastal land of Rum and then expand to the center of it make sure you create dukes title and if you want make a kingdom which it real fun since they do all the work for you but the down side is factions. Once you capture all of Rum your one of the most powerful empire in the game , you got Asia Minor (most of the land was Orthodox anyway), you got a large army now. SHOW WHO THE BOSS!