General strategy help?

[Lord Ben]

I'm playing my first game (English). I'm not sure if I'm supposed to conquer my way to the Middle East or what the general goal is? I've conquered a swath of territory from England to the Med Sea. Should I conquer Denmark/Milan since they like to attack me frequently (Antwerp belongs to the English I say!), or should I move on to crushing the Infidels?

My strategic mind says to fight closer to my bases of comfort in England/France, yet the Pope disagrees.

[Oracle]

Go for the holyland as soon as you can, to help you secure it, give any cities you take to the Papal states. Then go for Spain. Mostly, go for coastal cities which generates greater trade.