I played the campaign several times, before i got bored (although Ardennes Assault was a lot of fun).
After a couple of months i reinstalled the game and started to play skirmish against AI. My advice - use PAUSE button whenever you want to. This way you have more time to react even to Expert AI and you can think about your next moves carefully without any stress. Basically you make this game like TBS

Stick with one fraction and learn to use every single unit they have. I played one match with every single unit for Ostheer (i mean .. i build only one type of unit through the whole match - for example pioneers spam). This way (the hard way btw.) i learned advantages and disadvantages of every unit. Soon i was combining them, so they can support each other.
A few days ago a friend of mine sent me a game invite to 1v1 .. i never played that before .. i won the first and also the second match .. sometimes i didnt knew what i was doing, my heart was beating like crazy, but it was the best COH2 experience i had. Now im not using PAUSE against AI at all and soon i will be starting with automatching vs human players ..
So this is what i did and it seems to work at least for me. Oh and i had some little vCOH experience and read lots of usefull tips back in the days at gamereplays.org. The guides at coh2.org are really good too.