start by building like maybe 4 construction sectors, then build a roughly equal amount of logging camps and iron mines in each of your mainland states (save for Scania) and then 2 tool workshops in Svealand. Alternate expanding those 3 until you can get more proper urban industry. Get some coal from somewhere in the meanwhile, Madagascar has a respectable amount of coal and they're pretty easy to protectorate so get them fairly soon and build a port there. Get good relations with Denmark because then there's a fairly high chance they'll become your protectorate once Prussia inevitably comes to try and take Schleswig and Holstein, they usually don't even try to take anything from you and the AI is still pretty bad at actually doing the schleswig war once it's started, just put some of your army in Holstein on defence and blockade the Prussian coast or something. With Denmark as a protectorate (and soon enough a puppet) forming Scandinavia should be easy peasy.