Heya!
From what I know, the general path is a bit outdated now due to the free generals they give out. Let's see with what you have...
I wouldn't necessarily recommend getting Messe now since you already have good tank generals in Manstein and Pavlov, and most likely you'll end up picking up Guderian and Rommel in a relatively fast pace. But since you have him might as well squeeze him out for all he's worth by completing his general file before selling. Don't upgrade him.
Leeb is still as good as ever, rumor on arty is still very strong. I would add Accuracy, although there's probably at least one person out there who will make a compelling case for Explosives. He'll need some investment into his Artillery Leader and Rumor, but he'll serve you well.
Horton is quite a good navy general they give out. I'd add Rumor on him as well to make him a completely solid admiral. Strive to get Darlan as soon as possible to bolster your naval capabilities and I'd probably skip Nimitz now, shooting straight to Yamaguchi when it comes necessary.
Pavlov is free which is his main merit. Either Panzer Leader or Rumor will serve him well, but I think I'd prefer the former. Don't worry about upgrading him much, you'll have very scary tank generals as alternatives.
Manstein has replaceable skills, of which Tide of Iron has to go. Since he comes with Plain Fighting I'd keep that and change Tide of Iron to either Explosives or Inspiration, of which I prefer Explosives for the long run but Inspiration might serve well in the short term.
For new generals, get Guderian as your first priority, slapping him with Inspiration and Rumor. Him and Manstein will become absolute monsters in panzers, although with slightly different purposes since I don't really like the idea of having carbon copy generals. Completing Konev 40% and getting him is also very high on your priority chart, and there's argument over what skills to give him. Mine has Rumor and Crowd Tactics but again there's debate. Aim for getting Darlan and Chennault, meaning you can skip Nimitz and delay Dowding/Arnold. Wolfpack works well on Darlan although you probably could never have enough rumor admirals, and I think there's pretty good consensus on giving Chennault Carpet Bombing and Industrial Expert. I'll leave it up to you for infantry, there's very solid options in discounted Rundstedt, Higuchi, Yamashita, and MacArthur.
That should be that, keep in mind I'm no expert but I think I've gotten a good enough grasp on the game to give some pointers. Good luck!
Edit: Oh, as an addendum, upgrade your generals before getting new ones is a pretty good rule to go by. The campaign limits you to around 6 generals per stage, so having a few highly upgraded generals is better than having many solid but not quite exemplary generals.