Advice for the early game in A Clash of Kings?

I've decided to try A Clash of Kings. I love Game of Thrones and Mount and Blade, so I figured it couldn't hurt to combine my two interests.

The issue is that I'm struggling to get anywhere in the early game. I don't have much of a sense of direction either. Obviously, I want to conquer all of Westeros, but that's pretty much all I can think of. I'm not very creative, after all.

In my experience so far, I'll start the game like always with poor gear. I might have a bit of money depending on my starting choices, so I'll go and recruit some peasants who are even worse off than I am. It seems like all of the enemy parties are much better equipped and thus ride all over me (sometimes literally). I'll either get captured or ragequit and load an earlier save.

I tried switching things up and roleplaying as the son of a minor lord who was banished from Westeros. I immediately traveled to Myr in Essos but was disappointed to find that I couldn't recruit from villages and could only hire lances at 6000+ coins a piece. So I deleted that save.

I just need some help getting started. I'm going to try again as a peasant trying to make his way in the world, but in a world where you have a stick and everybody else has plate mail and broadswords this is incredibly difficult.

Thanks.