You'll find in the early and high eras of Denmark and Norway the unit selection is almost identical, dispite Norway having more assess to Viking units with the two castles Bergen and Oslo so you'll mainly thourhg those campaign be relying on your Local units until you can either expand further South or be ready to invade the British Isles. With Denmark you'll have your Swordstaff Militia (a unit that greatly differ the two faction) as a main body makeup as they are very versatile for a militia unit, once in the late era you'll find that Norway find remain still an offensive infantry based faction due to their badass King's Hirdsmen while Denmark while excel at combining their former infantry ties and implementing strong cavalry units. So between the two Norway's speed of expansion will only go as fast as their infantry can remain dominant on the battle field while Denmark while have to really push its effort if if wants the expand down into Europe and inevitably take on the HRE war machine.
As the Teutonic Order you will have a lot of problems starting out, fellow Christian neighbours besides the HRE will not be interested in gaining an alliance with you and you don't have a large surplus of money to make them think otherwise, you'll find youself under constant threat from your natural enemies Lithuania. It's important to deal with the Danish and drive them from Revel as soon as possible to bump up your income but you will soon have your North-most region in trouble from Novgorod, the worst outcome is Poland making an early war against you if not under attack from the HRE, this will put every region you hold in jeapordy. From personal experience you HAVE to crush your neighbours with unrelenting force and be a real bastard at it too, excecute and assassinate is the way to go and damn the negative rep you gain. Once Lithuania and Novgorod are dealt with you are on your way to becoming an absolute powerhouse of Medieval Europe. Your unit are by far most domineering: plate armoured spearmen, halbruders with shields and who can forget the most dangerous and COOLEST knights at your disposal that can makie the enemy

themselves on sight xD (and yes i LOVE the Teutons)
I won't explan much on the HRE as it seems to be on the bottom of your list but like the Teutons they will find themselves at war from many greedy lesser factions, if you've head out long enough til the 1300's you'll have Zweihanders at your disposal which are as abundant as they are useful, although they lack exceptional units besides making use of Ritterbruders til the Teutonic Order emerges (if you're playing early era) you should have huge income to invest into Superior armies that can outnumber any faction in size and skill, by the late era you will have roughly dominated the Italians and the Polish and you should be on your way to finishing the campaign by doing away with the French. Practically as the HRE once you have secured your fronts with alliances you will be able to steamroll any faction without difficulty.....except when the pope becomes a sticky beak but due to being a stone's throw away you can just slam 10,000 florins down his throat and you're the best of pals
