This is a great scenario - excellent balance and reasonable historical accuracy.
I started a game with Russia on Prince or Monarch (can't remember which), Marathon. It's nice and historically accurate how their infrastructure is completely undeveloped. Their cities in Asia (lot of them are tundra/ice junk cities) have no improvements and no roads between them. No problem, I started off with every city building a worker to get a head start on improving those cities and even more importantly connecting them so I can move troops back and forth. Russia becomes very powerful quickly if you do that, but if the AI takes control, it must take much longer for it to build enough workers so the scenario is nicely balanced if a human plays another civ.
The entire army I had in the beginning in the European part (a few Cossacks, Riflemen and 2 Cannons) was sent against the Scandinavians. Once I captured 3 cities, they capitulated (mid 1860's) even though my offensive was gassed.
My cities by now started to increase drastically in productivity (particularly the European ones) and I had an army of 20+ Cossacks and a few Cannon. I attacked another weak link in the Ottomans and conquered the whole Asia Minor and most of the Middle East (Bagdad, Jerusalem, Mecca, etc). Jerusalem and Mecca shrine income along with a switch to State Property allowed me to raise research from 20 to 90%. It's a huge challenge to play this scenario without adopting State Property as Russia. The maintenance costs are crippling.
Ottomans became voluntary vassals of China (~1870) and China captured Ulan Ude (they had Infantry and myself only Cossacks and Riflemen). It took my troops about 6-7 turns to get to Ulan Ude, but when they did, China was routed and they paid me gold for peace. By 1877 where I am now, the Trans-Siberian railway is finished (I first built roads and then the railroad) and even the northern Siberian cities are connected by roads. I'm preparing my next attack against the Austrians followed by Italy since they are ahead in tech. I'm 2nd in GNP, tops in Prod, and tops in Power. I'll probably win domination. This scenario rocks!!