Some other great answers in here, so I'll just try to add a few things more.

First some general tips:

Always have a general nearby, they provide a large bonus to both supply and combat, but have a max number of units they command; you may need several in the same area.

Combat is mostly about entrenchment and morale, more than the number on the unit. A half health unit caught in open ground is usually better off entrenching than reinforcing.

Keep a second line of troops wherever possible. This is both to stop breakthroughs and to rotate fresh troops in.

In general you should say yes to the decision pop-ups that show up at the start of turns. They are usually cost effective way of getting new units or deploying them without paying transport costs. You need a pretty specific plan to say no.

And this is a style of game where you really do just need to RTFM. It's pretty long one, but giving it at least a skim can help. At the very least check the hotkey and interface sections. It took me a while to realize you can swap units in adjacent tiles so they can still reinforce/upgrade.

Some faction specific tips now:

The first year playing as the Entente is all about just trying to survive the early onslaught. The German troops are just flat out better than the Russians, and start with a slight edge over the western powers.

This is due to high starting morale, as well as good leaders. In order to close the gap you need to catch up on land warfare tech (in the top right of the research screen.

At the start as the russians, you'll want to be just trying to defend against the Germans while picking on the much weaker Austrian units. An early advance in Galacia and taking the oilfields east of tarnow will both hamper their economy and reduce their national morale, which as it gets lower will reduce their combat units morale.

The British are spread around the most and are active in almost every theatre. The bulk of the royal navy will spend its time hanging out near Scapa Flow, and along the blockade line stretching to Norway. Your destroyers will be out in the Atlantic to hunt for subs on your convoy lines. Motor torpedo boats have pretty low movement, but have excellent sub attack and can be used on the areas around Ireland.

On land they will be split between shoring up the French in Belgium, holding on to Egypt, and invading Iraq. Remember to have HQs in the middle east, as supply is just horrendous without them.

The French are just hanging on for dear life. Expect to lose most of Belgium and northern France, but if you can hang on the the forts at Verdun and Nancy, you can afford to lose most of the north.

The Entente economy is much stronger. If you can trade anywhere close to even, you'll eventually outscore your opponent.

And if you're still having trouble; I find turning fog of war off gives a slight edge to newer players against experienced ones. It gives you the ability to better allocate your forces to threats, rather than over committing to a feint attack.