Help:optimal game play and some advice on difficult stuff

For sure get Meese after you do the tutorial.

Messe-guderian-konev-nimitz-rommel-arnold
That was my path if i dont count rundstedt which was actually a mistake cuz i did not have the necessary medals to upgrade him. Other choices are :
Dowding-alternative of arnold much better in speed run conquest buy you need to max his skills and arnold is better for campaign.
Leeb-good synergy with messe,bought him after completing the game.didn't like him though as he was a bit slow(2nd best artillery but arnold air skills will make up for him in later campaigns and he can do just good as him in un missions-imagine you can capture last objective just by bombing it with missiles and airplanes.)
Note:if u want to buy manstein no need for messe at all and leeb usefulness will decrease.
If you don't want to buy manstein and want a better 3rd tank gen than messe(used him until the end and he was useful) choices are timoshenko-vatutin-rokossovsky (you can buy the first and second one as your first gen but if you want roko he should be the last.
Kuznetsov-cheap and good navy general but you won't need him nimitz+arnold are enough for domination battles(i know arnold isn't a nave general but you just need a face and rumor on a ship to wreck enemies.)
note:you don't need infantry generals for campaigns at all there is just one mission in domination which is a bit hard without infantry gen but still possible(though for speedruns having one is nice but you need either buy medals or farm invasions some weeks)
As for challenges just do the ones you can they aren't that hard and you will complete them all before stating un missions.
As for technologies stick to artillery and tanks and airforce mostly (upgrades like chance to attack again(tank)chance to disable enemies from attacking(artillery)and paratroop range(air) shoud be first.)
Late game you need to upgrade missiles and nukes too.
And this isn't gcr,you cant try beating records from day one. Also remember that for UN campaigns you need rumor but for speedruns PF is much better and changing them is too much costly.

deleted,  this should be your priority order:
1. Tank (Most powerful ground unit in the game, they will be your main force to engage the enemy. Medium-high Defense, Medium-high attack but slow mobility. However, with the engine upgrades, tanks become quite fast. They are also great for their ability to attack again after destroying the enemies which all types except the Armored Car have.)

2. Artillery (High attack but low, later medium HP and low, later medium movement. Artillery should be behind Tanks to attack the enemy from a distance. Artillery are also great because they have a chance to not be retaliated upon attacking. Field Artillery, Howitzers and Super Artillery have a max chance of 80% while Rocket Artillery and Super Artillery have a max chance of 100%. )

3. Air (Critical for capturing unoccupied cities via paratroopers and providing support for your main force. The paratroopers are initially only good for occupying cities because they are just Assault Infantry, but later on you will unlock the ability to have them be Motorized Infantry and Mechanized Infantry which are much more useful. Mechanized Infantry especially will be great to attack vulnerable cities that aren’t well-defended by the enemy. Fighters are great for killing Infantry units and Strategic Bombers are amazing for destroying fortifications and reduce city HP. Bombers are arguably the weakest of the planes, but they are useful for destroying submarines and naval transports which might be carrying dangerous units such as Heavy Tanks and Rocket Artillery.)

4. Navy (Navy battles aren’t as frequent as land battles, but navy is important for said naval battles and is also helpful during joint land-naval missions. Cruisers are great for depleting the HP of coastal cities and destroying annoying fortifications such as land forts and coastal artillery since they have a max bonus of 100% when attacking cities and fortifications.)

5. Infantry (Not as powerful as Tank or Artillery, but their high movement allows them to reach objectives quickly and defeat weak but annoying enemies such as light tanks. They initially have low HP and attack, mediocre movement and weak abilities, but on late Pacific War and early Cold War, Infantry becomes great because they receive bonuses on attack, HP, speed and in their abilities. Cold War especially has a tech upgrade which increases their defense by 4. While this not may seem like much, Infantry is a force you can easily mass-produce, and each of the produced units having considerable defense will make them tough to defeat. They are notable for also being the paratroopers that you send via air, and Infantry is the best army type to keep cities occupied.)

6. Missiles (Although Missiles are very powerful, you won’t use them a lot outside of conquests. Still, they are capable of dealing very high damage to the enemy, being especially useful to reduce the HP of Level 3, 4 and 5/Star/Capital cities. Using them with nuclear bombs will be devastating. On late Conquest, Missiles essentially replace your Air Force, which fortunately is still useful to kill enemies and occupy cities. Missiles can also break the defense of the enemy, making them much easier to defeat. This tech tree also has an upgrade for nukes which reduces their construction rounds by 1, allowing you to produce them much faster.)

7. Fortifications (You will probably barely use them, but they can come in handy when you must defend important locations from the enemy and can’t afford to make a unit that you won’t use later. They are actually quite powerful, having high HP, defense and good attack. Land Forts have the same ability as Field Artillery, Howitzers and Super Artillery to have a 50-80% chance to attack the enemy without being retaliated. Rocket Artillery has a chance from 60-100%, making them the most powerful fortification. Bunkers are good for killing Infantry due to their 30-55% damage bonus against Infantry units. Coastal Artillery is good for destroying naval transports and destroying annoying naval units such as Submarines and Destroyers. They become much more useful when you reach Cold War because you will unlock the ability to reduce their construction rounds by 1.)

8. Anti-Air weapons ( The least useful army type you can deploy. However, they are useful for reducing the damage of enemy planes and missiles against important cities such as a capital or a city that must be captured during a Scenario. I don’t believe that the air defenses of Heavy Tanks, Super Tanks, Cruisers, Carriers and Super Carriers are boosted by the anti-air weapons. Someone please correct me of this is untrue.)