Norway

Norway is a country that nearly touches the top of the Earth. Norway starts as being bordered by  Sweden in the east,  Novgorod in the northeast,  Denmark in the south and  Scotland in the southwest. Norway starts the games as a minor partner of Kalmar Union of Denmark along with Sweden.

Norwegian War of Independence
Norway starts the game with a low development and shrinking economy, which prevents Norway from reaching army force limit and naval force limit at full maintenance. Even though Norway starts the game as a minor partner of the Kalmar Union and low force limit, Norway can gain independence with the help of  Sweden and  England, since Sweden is mostly rebellious and  Denmark doesn't have many allies, due to its diplomatic relations with its 3 subject nations, Sweden, Norway and  Holstein. It would be wise to declare war of independence on Denmark as soon as Sweden accepts an alliance. The strategies of the war is very similar to Sweden's. Taking the fort in Lund is enough for gaining independence. Giving provinces to Sweden is not recommended, since making Sweden more powerful would encourage Sweden to backstab Norway.

Consider capturing a province next to the Holy Roman Empire in your independence war, and have Norway join the empire, which will greatly improve both your security and ease of expansion in Europe. You will need to do everything you can to make the Emperor (usually  Austria) like you, including getting as high diplomatic reputation as possible.

Developing Economy and Expansion
After the war, Norway's income will significantly increase and be able to declare war on other countries. Since Novgorod most likely would be in a bad situation, most provinces taken by  Muscovy and most likely still bordering Norway, taking Kola is sensible, though it is a bit risky to border with Muscovy at one point. Also, attacking Scotland for Highlands is an option, when they are being invaded by  England.

If the independence war is short, Norway will still have a Historical Friend relationship with Denmark, so you can ally them and back-stab Sweden. If you do, remember to annex Dalaskogen, since it is pretty much the reason Sweden became so strong historically. With Denmark's help, you should be able to annex all of Sweden in a few wars. Denmark will also probably take some of Sweden, so be ready to fight them, too.

Scotland might attack you if they find you weak. If so, you can use your superior fleet (especially if you have a naval ally) to blockade Orkney Islands while you land your entire army safely with a few transports. If you're very lucky, you can trap the entire Scottish army on the islands while you occupy the rest of Scotland, then move your fleet and watch the Scots get massive penalties against your waiting army. You cannot annex all of Scotland without angering England, but you should block England's access so you can take the rest later.

Colonization
Norway is in a great location for early colonization, with Iceland giving access to the Americas fairly early. Most nations have to select exploration, but as Norway you may also choose Expansion, should you wish so, as the second and third national ideas gives conquistadors, colonial range and a colonist. For fast expansion, you may want to consider taking exploration still, even if you already get conquistador and range via national ideas, if you want to expand your nation. This is due to the fact that your administrative points are generally in high demand for coring provinces, and keeping your administrative tech up to par for new idea groups, also idea groups like Administrative and Humanist are often highly wanted early on in the game.

Early on, you will probably only be able to afford one colonist active (and might even need to reduce funding if your economy is bad. Once you are able to get your first finished colony in America finished, a good idea is to start "hopping" down south along the coast, trying to get to the Mexican lands before the other colonizers, capturing their rich gold mines will give you a wealthy colonial nation.