If your enemy surrounds you with a network of alliances, don't declare war on one of them, they will all then declare war on you. However, if you declare war on one of their protectorates, only the nation that is directly protecting that country will declare war on you.
This is important advice for a country like Prussia, for example.
Also, the computer is dumb about a few things. Like when they post soldiers in a building, they will not order the soldiers out if you start to knock down the building with cannons.
Beware of galleys. For some reason they have incredibly powerful cannons mounted on their fronts. They are almost unreal in their power. Historically, galleys were no match for sailing vessels of the time. They wouldn't even have any luck ramming them. The frail galleys had more to worry about being rammed by the sturdy sailing vessel. I believe there's a famous painting that shows a dutch Fluyt totally crushing a pirate galley.
In naval battles, remember the classic naval tactics of sailing in a line, and attempt to cross the T of your opponent's line. Also, do not let small vessels like brigs and sloops and such get close to your big ships of the line: A single broadside from the big ship can cause the little ship to blow up, and set your big ship on fire.
You can occupy the trade spots with non trading ships to keep others from using them. If you have trade ships in more than one trade spot of a single theater, you will not get more goods from them. However, stacking multiple trade ships in one spot will increase your goods.
The Persian Navy is entirely made up of trade ships. Persia is also a violent country that will declare war on you if you are within the same time zone. This is a good way to capture a bunch of trade ships.