Some things. First off, I would not waste any leadership on influencing anyone. I usually set diplomacy at about .5, just enough to negotiate trade deals. Japan and Italy will join the axis with no help. There is an argument to influence the US simply to keep them out of the war till later, but I prefer to spend my leadership on research. To start(1936) I spend my leadership heavily on research and espionage(though I drop espionage down to about 1 as soon as I have 10 spies in Germany), about 1 to 2 on officers, about .5 on diplomacy. I research in order of importance: theory(for the 3 down in the lower left, the rest I never touch, 2 for supply and one for repair), industry, armor, infantry, light aircraft, land and air, and then ship stuff.
Production: Note how important practical knowledge is. I use CAS and fighters since both are light airframes and on the same practical. I keep one(at least) of each building at all times and within a couple years build time and cost are about half. Watch your convoys and escorts, they will drop fast once war starts. Build lots of medium armor and infantry. When constructing infantry divisions, always include an AA brigade since those also have a nice hard attack. Keep at least one strategic bomber going to keep practical up. Try and build up a navy with what you have left over. Don't worry about building industry since before long you will have a ****load.
Intelligence: top priority is Austria, with your spies set to "support our party". This gets you a decision fairly early. I only keep spies in majors and usually lowering national unity so they surrender faster. Once you have 10 spies in Germany(and maybe Austria), lower leadership to about 2ish, and alternate your spies between counterespionage and raise national unity. All countries except for Austria, USSR, UK, France I have set to zero priority.