Start off by pausing the game, there is alot of things you need to do first. As Germany I cancel all builds except the Heavy Cruiser (it will finish in 6 days). I then build 12X2 factories (12 factories in a series of 2). I then combine all infantry and HQ into armies of 9. Then change the leader to 'Logistics Wizard'... this will decrease the supply usage by 10% (so you can use the saved IC for other stuff.
Next set your sliders so consumer goods are at a spot
just before they turn red. Upgrades and reinforcements locked at 0. Supplies I set to 4 -5 points befor going into the red.
In the government folder I click 1 step towards central planning (gives an IC boost). Trade out the ministers to give +10% IC and - 10% supply use... I forget which they are.

This will give you +2 dissent; but moving troops to Cologne to re-occupy the Rhineland will get rid of this.
Next to research. I usually go with the following:
1. Machine Tools technologies - always research these as fast as you can. Each one gives you a 5% IC boost.
2.Agrichemistry - Again +5% to manpower growth. As Germany you will need it.
3.Basic Computing Machine - gives an increase in researh speed.
4. Interceptors and Tac. Bombers - keep up on these. The French and Brits. will attack you constantly when war breaks out.
5. Long Range Sub. - The deaded type IX
Never research more than 2 years ahead of historical dates. It is a waste of time and locks up a valuable research slot. Focus on Air and Air doctines, Naval Doc., Armor and Ratillery and industrial. Go for rocketry and flying bombs later if historical.
Spies. Every 7 days send a spy to Germant until you have 10... then kill foreign spies.
Let the game run for as day or two to get all the settings top change and pause again. Reset sliders again and put any excess into supplies. let the % of supplies build up as high as you can and use them to trade for Oil (Venesuala and Romania, USA and Russia is OK) and rares (Neatherlands and Soviet Union).
The rest is up to you. I research '39 infantry in '38 and set a parallel of 3 with series of 99 Bigaded with Arty. when done.