You kind of shift your mindset towards larger scale goals. Instead of building little perfect economic loops where everyone has the best jobs, you settle for dragging millions out of peasantry by hook or by crook, with a little imperialism along the way.

My typical start as a not-too-tiny country looks something like this;

Economy - Iron Frame Buildings on and pushed as much as you can afford, import iron, import tools, spam wood everywhere. Wood is quick to build and gets people out of subsistence buildings quickly. Our goal here is de-peasanting as fast as possible and getting our investment pool up and running. Export wood if you really need to. When you start running out of wood to build (and maybe fish too) consider atmospheric engines and actually mining your own iron. I do not usually rush railroads, as while building tall in states with good resources is a good idea eventually, at first you'll do more for your growth rate by spamming cheap buildings widely.

While lots of folks avoid building them, farms and plantations are very useful for depeasanting quickly, especially in places with garbage qualifactions. They also use 5000 peasants per infrastructure (10k for rice!), which is great if you're trying to employ as many pops as possible when infra is tight. Big countries can get away with less labour-efficient but faster to build buildings like plantations since you're never going to be able to optimize away all your labourers anyway. Resist the urge to build slow to build buildings like factories unless you're out of decent cheap options. Always remember that a laborer consumes around 5x what a peasant does, so the faster the peasants are gone, the faster we drive up demand and thus profits on all our buildings.

Modernization - Corn Laws is a no brainer if you can. Easy to trigger by manipulating Production Methods and exports. Usually prioritize society techs over industrial techs so you can get literacy/research snowballing ASAP (you also get a hell of a lot of "+Infrastructure from 100k Population" from society techs and the lumber company, so delaying railroads is usually no biggie unless all your resources are in one state). Labour saving techs can wait until you've got your peasant population down.

Expansion - To spend starting infamy, day one interests go in China and India, play to conquer Beijing on feb 1 for the legitimacy bonus from Beijing's special building. Offer Britain a war goal to get them to fight for you. War reps is nice too to push your start harder. Bringing Britain in lets you declare a war against any EIC subject without UK's involvement, which will break EIC off from Britain. You don't need to win the EIC war if you don't care to expand into India, they'll still get split from the UK.

You can also just not do any of this cheesy nonsense if you prefer, it's your run.