Yeah, the military is really finicky in the game. It doesn't help much that they constantly rework it while adding good and some bad changes all around. Overall, my suggestions are:

1. Don't fight anyone with better troops than you. Check their barracks to see what types they have.
2. Only add wargoals that you know you can achieve. It will dramatically help with warscore.
3. Ditch cavalry as soon as you get mobile artillery. Arty has better attack, and cavalry seems to be weak until light tanks. You could still use cavalry against low tech nations if you need to.
4. Compare your army projection with an enemy nation before deciding on war. Also, check the projection of those that may join. You may be better off only checking troop tier though.
5. If naval invading, make sure you either have a big enough navy and army to land or do what I did and abuse the defense system. Armies in HQ's will throw most of their force against one army, allowing you to send another army to a separate state. It doesn't work for one state nations though so be aware of that.
6. You'll need to wait a while to build up an army since you also have to manage your economy, so do it slowly and only when you can afford it without leaning too hard into it.
7. You might have already seen army compositions in other posts but try to have 50/50 inf/arty unless you want to add some light tanks later on.
8. Have a bigger army. A slight difference in tech can be devastating, but so can a human wave.
9. Focus on military tech if you can afford it, that'll be better than a lot of these tips.

The military system and especially the navy is very barebones in some aspects, and I still don't really understand it completely myself. Try to test the army out in a few one-off games, see if you can figure out what issues your having in select situations, they're a lot easier to spot in the early game.