So I just finished a game playing as the CSA starting in July of 1861 campaign. I played against Athena on regular difficulty and aggressiveness. In this game the war lasted until mid 1864 and there is a few observations that I wanted to share with other players who might be new to the game.
First off, I can't stress the importance of having cavalry units if you play as the CSA. Especially in the western theater where the terrain is more open. Its important for both sides of course but if you are playing as CSA its very important to know where to attack your enemy since you are outnumbered most of the time and knowing where to hit him at his weakest is key. having 2-3 horse artillery makes a huge difference in making cavalry units.
Try your best early in the war to secure kentucky for the CSA. KY seems like it is a much easier state to move around and defend than TN is. Also KY has good army units and arty that can be made there. Also, i found it payed off very nicely to industrialize the border states and the less developed states like arkansas.
Lee was unlocked in about sept of 1861 and I formed a division with him asap and led some attacks on smaller union forces. This made him to be a 6-6-7 general and he was nearly unstoppable when he finally got army HQ command. So it helps what is going to be your top commanders to put them in as much fighting as you can.
Early in the war I managed to secure Baltimore with Johnson just before divisions were enabled. I sat him there for about 6 months then in the spring of 1862 sent him to invade philadelphia and new york. This gave me a huge war supply which I used to upgrade the CSA navy and purchase lots of rail capacity. I used the ironclads to bloackade annapolis and after a while starve washington by keeping supplies from it. I could not hold NY and philly for longer than about 6 months before I finally brought him back to baltimore and sat him there for the remainder of the war. The union was so busy trying to dislodge johnson at baltimore that they only sent small forces to invade virginia. Johnson ended up with stats almost as good as lees. 5-5-6.
River ships and transports are great at keeping the enemy from crossing rivers. and also good at keeping units supplied if you move them in a region with a harbor. Its a nice alternative since the land supply wagons are very expensive.
F.I. is almost impossible to trigger. (for me it was anyways.) I always selected the political option for embargo of cotton every time I could and even with having higher VP and NM than the union almost every turn I still could not get it to trigger and I had it set to easy (75).
I tried to use generals like bragg who had the training officer ability but it seemed like the units under his command never got any extra experience no matter how many turns went by.
So far every game I've played Athena only seems to want to invade by navy is charleston and occasionally around ft. pickens. I think next game I will set the aggressiveness to higher and see if its any different.