In my experience Smolensk and Mogilov(?) are usually the hardest parts of getting when aiming for forming Russia, Lithuania is a beast for poor little Muscovy(or Novgorod I suppose but have never played them).
Fighting the horde takes some tries to getting used to but then it becomes easier, especially when you realize how effective Scorch earth is, and how small siege armies contra huge doomstacks are what makes or breaks your warscore which are the most important part against the horde.
And aiming for a 100% warscore in the first few wars against the horde is a bad idea in my opinion. Taking a few territories and making them release vassals/cores/allies have been how I dismantled them and it seemed to make it much easier than if I had waited for capturing all their provinces in the first war and then negotiated for peace.
I wish I had this advice when I started. I ended up getting lucky--Lithuania lost Smolensk and a neighboring province (I think Bryansk or something like that) to the Golden Horde, and then I settled them during the war. It was a pretty sweet move, and it saved me a headache against the Lithuanians.
I started fighting the Horde with the classic EU3 decisive battle theory--fight the stack, preferably on defense to get some bonus, then ping-pong it until extinction. Problem is, the Horde has tons of troops, so you need to win several decisive battles while conserving manpower. I had to concede defeat twice to the Horde simply because I ran out manpower, but only stealing a province or two by settling. I minted, took the Liberium Veto, and built troops like crazy between the wars. I was usually at least 10 units over my army cap.
I picked up on the scorched earth tactics in my third war, I think. Also, my manpower max increased from around 18k to something like 25-30k, so attrition didn't hurt me as much. I never forced them to release other nations, but that would have been a solid idea instead of waiting for them to succumb to rebels.
The Golden Horde only has a few provinces left and they don't border me. One of the successors was kind of fearsome, but I'm more than able to pin them down with about 15,000 troops in the east. Right now, my goal is to whack Novgorod. I have roughly 35,000 ready to march with a small reserve to handle rebels. Once that goal is complete, all I have to do is wait for cores and then I'll form Russia.