Simple guide to Massagetae

FACTS:
Crappy units, weak economy, bad map position, and every one hates you.

BASIC RULES: units and economy

1. Crappy units - only build basic horse archers for the first 50+ turns. Do not worry about it, they are all you need for now. Disband any melee or javelin horse.
2. Weak economy - your buildings do not generate much income. DO NOT improve your unit generating buildings or horse farms (even dismantle them), just build cattle farms (100 income and 5 food), upgrade settlements, build mines, and temples (to give conversion and order).
3. Do not build anything over level 2, you can't manage the squalor or food costs.

BASIC STRATEGY: map position and treaties

1. Map position - Take Kath and Amul and wipe out the Dahae
2. Map position - Then take Gelonus and Sarai and wipe out the Roxalani
3. Treaties - You must get a non-aggression and trading pact with Baktira or you will eventually die. Otherwise they will attack sooner or later and you will die because all your enemies will pile in on you to join the funeral. Never piss off Baktria and bribe them if you need to. Get it by turn 20 or so.

Research: choose whatever suit your play style
Choice 1: Rush Cupellation furnace for the Dignitary and some income bonuses
Choice 2: Rush Stargazing for the conversion bonuses (saves you from building so many temples)
Choice 3: Throw in Foraging early to get a Champion
Choice 4: Rush Tribal Totem for the combat bonuses
Next choices: complete Warrior code tier 1 for movement bonus, or get Tribal council tier 1 and 2 for income and conversion, etc.

Army levels: The best three are Archers for 5% damage, Unrelenting force for 6% movement, Camp following for upkeep and morale bonus

Spy: I always buy Steal Food - by turn 7 or 8 I am starving Roalxani to death and only need one full stack to wipe out the 25% left who didn't die of starvation first.

Champion: get training then movement bonus

Opening moves - start an attack on Dahae turn 1 to take Kath and Amul

Turn 1 - Move both armies as fast as possible towards Kath. Army 1 force march and Army 2 build max number of units it can. Move your spy over and deploy it outside Kath to get some experience.
Turn 2 - Army 1 siege Kath, even with only three units. The purpose here is not to win. You are trying to block their unit recruitment. Army 2 build units.
Turn 3 - The AI in Kath will attack, so just retreat and siege again with Army 1. Army 2 move in to support if you think you can win or build more units. Spy - I do steal food because it causes attrition in enemy cities in the early game making conquest easier.
Turn 4 - Take Kath as long as you are 50%+ with a close victory (auto resolve). Don't worry about casualties, you will not normally lose whole units as they go towards 50% casualties.

Next - you must take Amul without causing a war with Baktria
Turn 5 - Rush down to Amul before Baktia takes it. You just need to get your siege on before them and they will normally back off. Take it if you can. Position your spy to steal food or if it is easy run your spy north to start getting the Roxalani.
Turns 6, 7 - get your other army up for support if needed and take Amul.

DESIRED OUTCOMES

1. You own both Kath and Amul and Dahae is dead
2. You are not at war with Baktria or even have a treaty
3. You are not at war with Parthia or have a treaty (unlikely)
4. You may end up at war with Parthia so take Nisa if you can and then get peace.

Hang on a minute! Take Gelonus first, but why not Sarai.
Read on.

Here is why:

1. Thyssagetae are your vassal and Roxalani might try and take Sarai and you need to cut them off
2. Thyssagetae might be attacking Roxalani and make your job easier
3. Thyssagetae are stupid and you will wipe them easily afterwards

Here is how:

1. Run your spy straight up near Gelonus asap, after getting Amul or even earlier
2. Run your best army after them and heal north of Aktau
3. Run your other army asap and buy more units if you can
4. Deploy your spy and start stealing food, the Roxalani garrisson and army will start starving and die off.
5. Once healed, run army 1 past Sarai and up to Gelonus. During this time the Roaxalani are dying off.
6. Use one or both armies to wipe out the Roxalani
7. Go back and wipe out the Thyssagetae

YOU ARE NOW MASTER OF THE NORTH
I was lucky and did it by turn 17 and Baktria or Parthia did not attack.
You just got the 5000 gold for having two full provinces

Samandar and beyond

By now you should have two provinces and looking what to do next. If you just took out Roxalani you will have two armies up north, ready to sweep west or go back south and attack Parthia, or south west through Gabala.

The best option is Samandar and the north west an wipe out Cimmeria. I tested it. I saved the game after wiping out Roxalani and tried each option restarting at turn 17 to see how it played out.
A Parthia attack is doable but then you leave the north to Armenia and Pontus or Cholchis or a very strong Cimmeria who will attack you in Gelonus later on.
Gabala is no good because the culture difference traps you there for turns stopping rebellions while the others surround you taking out Siracena and west and attack Gelonus.

Why attacking Samandar is best.

1. All the cities listed below are Nomadic culture and you can sweep through them all quickly and hold them, without having -15 cultural difference to deal with.
2. Denial - Many people don't realise that when you take a city you not only take it off the original owner, but actually deny another faction taking it. You must deny Cimmeria, Armenia, Pontus, Cholchis from getting these cities.
3. Gabala - They already like you and are a perfect blocker. Once you have Samandar they will leave you alone and deny anyone else from taking their city. They sometimes even take Mtskheta, which stuffs up Armenia expansion.
4. With Gabala as an ally you can attack Siracena and leave Smanadar undefended.

Try and build your two armies up to full stack and have a third smaller one for flexiblity. Go west to take Samandar. After that focus on taking Siracena and then wiping out Cimmeria. Taking Siracena Tanis Phanagoria Panticapaeum probably in that order.

You are now the true Master of the North West and pretty safe for a while. Keep and army in Phangoria to hold off Royal Scythia and anyone south. Run one full stack back towards Nisa and build up for an attack on Parthia. It should be around turn 40 to 50 by now and you just got 7500 gold for having 60 units.

Attack Parthia to get all of the province called Parthia

It should be around turn 50 and you own all of the north and north west. You have about 5 armies, two are full stack and the others on the way to full stack. You need to attack Parthia, because you have nowhere else to go. You need to break out using the corridor through Armenia and Cappadocia to get to Greece and Rome. You don't need to take anything to do with Baktria or south into Persia or Arab lands so don't go there. Take what you need then make peace.

You may already have Nisa. Move out your best two armies and position them next to Susia and Rhaga. Forget about trespassing, you are going to attack next turn. Take both Susia and Rhaga in one turn. Next turn combine on Hectaompylos, then take Zadrakartra. Four cities in 2 or 3 turns is nearly a killer blow. Then make peace with them. Do not go south unless you are forced to.

Make Parhia your new home base. This is where you can build the all the military buildings to get all the best units. Build the Horse Town for better horses, the temple that reduces recruitment cost, Jeweller for morale, Meeting hall for charge bonus, Wood worker to get Balliste if you want.

Attack Media whats its name and go west
Once you stabilise Parthia province take out Media thingy.

This is as far as I got in the campaign so really don't know how long I will survive.

Issues and warnings.

1. Baktria might attack, so expect it.
2. Parthia will probably attack again, so be ready.
3. Civil war - I marry off all of my people so I have all the generals in my party. Just send rivals on missions to keep them loyal and check the map to see where they will rebel and be ready

Alternative Strategy
Don't attack Parthia - go north through Royal Scythia and into Macedonia - easier to defend a small back door at Amul and Nisa.