Britain is undoubtedly the most powerful nation on earth in 1836, her lead in techs, large colonies, monstrous battle fleets and practical self sufficiency can keep her that way for practically the whole of the Grand Campaign.
By the 1870s the other Great Powers will begin to catch up as Britain's main structural weakness, a smaller national population, allows them to overtake her early industrial lead.
The UK is the ideal nation to learn the game with, it is so powerful that you can do almost anything wrong and still recover, though some might find managing the British Empire and the wide range of strategic choices to be simply overwhelming.
Diplomacy is the key to power for Britain, by keeping cozy with all of Europe she can pick and choose her alliances to defeat any potential rival. But don't neglect the fleet, it is the guarantor of British power in the world and without it her glittering colonial empire could come crashing down.
Your 'state' colonies (Canada, Australia, New Zealand, and South Africa) may want independence as dominions, it is up to you whether to to keep and industrialise them or let them go, but given your smaller British industrial base, can you afford to be without them?
The UK's possible openings are numerous, given such a strong starting position.
Its monopoly on machine parts means that restricting their sale will slow your rivals attempts to industrialise, although it will also mean a lower income from exports.
Your complete control of the seas means that you can invade any of the uncivilised nations that have a sea province; for example Egypt, Burma, and Annam.
Your largest rivals in the early game are Russia and France so it might be good idea to compete for land with them in their traditional territories on the west coast of Africa and in Central Asia, denying them room to expand.
The North-West frontier of India is uncomfortably close to Delhi in 1836, so annexing the Punjab and Sind, and making Afghanistan into a sattelite state, guaranteeing the independence of Persia will help to keep the Russians at bay.
The first opium war
China is a tough nut to crack, even in the 1830's. China's enormous population means that the number of partisans is likely to over-stretch any British army that tries to hold onto a lot of Chinese territory.
Unless preperation for this war is the main policy of the British in the 1830's, it might be for the best to avoid the war entirely, or to take Hong-Kong as a symbolic victory.
Relations with the United States
The USA wants to be your friend, but there is a lot of territory that you might be able to snatch from them in a quick war. But, even though the west coast of America would look very appealing in pink, there is a very small population there so it may not be worth the aggravation. Accepting the 42nd parallel will lead to a simpler life.
The Crimean war
If you do get involved in the Crimean war, it may be better to head straight for St. Petersburg rather than worrying at Russia's black sea coast. Be warned though, Russia is likely to mobilize and you may find yourself with a difficult war on your hands.