Between Jenn’s and IL’s strategies I think the aggressive Germany has been well covered. However these are not the only options Germany has in the '41 scenario. I prefer a much more conservative and methodical approach.
Purchase 7 infantry and 1 fighter. Use both subs from sea zone 7 along with the NW. Europe fighter and the bomber to take down sea zone 12. Attack the lone destroyer in sea zone 6 with the Baltic sub and Norway fighter. Transport 1 infantry from Norway and Finland to Baltic States with Cruiser bombardment. Also joining here are 1 infantry from Poland and the 2 remaining fighters. The remaining troops in Poland attack East Poland and the troops in Bulgaria attack Ukraine. Transport 1 infantry and 1 armor from France to Egypt and bring in the Libyan troops. Baltic and Egypt are the only 2 close battles and the Libyan forces can be retreated from Egypt if that goes poorly on round 1.
In non combat land the bomber back in Germany and the two fighters at sea in France. 1 of the fighters from Baltic States goes to France and 1 goes to Germany. Reinforce France with the infantry from NW. Europe, 2 infantry from Germany, and the 2 armor from Czechoslovakia. The 1 infantry and artillery left in Germany go to Poland.
On all following rounds purchase at least 1 bomber per turn. Keep all of your fighters in France and your Bombers in Germany. Bombers and Infantry can be used for trades on the East front. Every turn send 1 infantry from Germany to France. It can be helpful to have Italy bring their AA gun up to France and buy a replacement. They also can contribute some reinforcing troops for France as well. On the second turn Germany will most likely want to pull back and leave out 1 infantry in the 3 western most Russian territories. Do not attack deeper into Russia just because you can. Only attack into Russia if trading territories for the National Objective or making a heavy push for a major objective such as Karelia or the Caucasus.
The general idea behind this strategy is to first secure Germany’s position in central Europe and THEN take the war to the Russians on YOUR terms. France can be kept secure if Germany starts about it on Round one. It is also very easy to over extend into Russia and loose your initial assault forces with no meaningful follow on waves. So just avoid doing so. There are plenty of territories between Germany and Russia, sometimes it is in your best interest to back up and consolidate even if you have to give ground to do so.