I've always found that the easiest course upon starting the game was to go into voluntary exile, after first raising the loyalty of whatever heroes you had with you. Target an empty province that borders on empty provinces: the northwest corner of the map (#1) is the best.
As you travel through various provinces to get there, try looking at the stats of masterless heroes. If you find any that are low, attempt to get them to join you.
Declare your status as a leader while still in province #2, and drop off a newly recruited hero there--it's directly to the east of #1. It's also untouched by other occupied provinces, so it can safely be occupied and built up without fear of threats or invasion. One Big Tip: any hero you appoint a governor (the person in charge of the province) will never defect, so leaving your hero with the lowest loyalty in province #2 makes sense. They'll hunt and get taxes, and pay themselves first to raise loyalty. Meanwhile, you can settle another low loyalty hero directly south of province #1, and south of that, if need be.
Typically, I build up my forces while recruiting better heroes in the surrounding empty provinces. The more provinces you declare as your own--having them reach a level of 40 in loyalty for "official recognition," the better. Note, I typicaly take them to 30-36 or so, then deliberately gift the people with enough to hit in the 52-56 range. That way, there is no chance of revolt. At 40-46, you're almost guaranteed the people will hate you, and soon.
The more provinces you grab, the higher your rating. The higher your rating, the more likely you are to recruit masterless heroes. Give the better ones lots of men, arm them and train them, then spy on other occupied provinces, and attack one that isn't fully occupied to the teeth. Conquer it and try to grab as many enemy heroes of decent quality as possible; doesn't let them retreat off the screen. Once the battle ends--hopefully, with you victorious--raise everybody's loyalty repeatedly, and move all your heroes back to one of your own provinces.
Transfer men from less effective heroes to one with strong attributes, and try to make a hero with high integrity, courage or mercy a brother/sister. If you succeed, you'll be able to move them to another province, and gain an extra move each turn in which you can act through them. The more brothers/sisters you have, the more moves you can take in any given turn. But you're limited on the number of brothers/sisters you can recruit, so choose wisely.
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