How to Play Strategy Board Games
Strategy board games are in no way carbon copies of each other. However, there are general concepts and tips which apply to all games of this type.
Know the rules of your game and use them to your advantage. Example: with many strategy games, the defender has an advantage in combat. Do what the Confederates did under General Lee: fight a defensive campaign. (Lee failed at Gettysburgh because he went on the offensive.)
For each turn, have a reachable goal. When you reach your goal, stop. Avoid overextending yourself by reaching beyond your turn goal. To have the proper goal, plan ahead several turns. Your plans may have to change, but you should still plan ahead.
Establishing goals and planning ahead is aided by anticipating your opponent's action. Imagine yourself in his place; what would you do against yourself? When you have determined the most likely counter to your action, you can make the most advantageous decisions for yourself.
Limit your opponent's options. Take away vital troops, vital movement lanes, or vital sources of reinforcements. Block your opponent's advance at bottleneck points, forcing attacks at your most defensible positions. Keep your border small while forcing your opponent to have a larger border.
When you are playing against more than one opponent, make an effort to keep them focused on each other rather than on you. Making subtle comments or observations can often turn an opponent's attention where you want it to be.
Don't be afraid to play 'spoiler' for a few turns. That is, make your turn goal about limiting your opponent rather than advancing your own position.
Concentrate on the objective of the game. Don't allow yourself to be distracted by other considerations at the table. Focus!
If you're new to strategy games, I trust these thoughts will be helpful. If you're an experienced gamer, a refresher of the fundamentals won't hurt you.