Early on, every army is particularly valuable, and you rarely deploy more than 5-7 for any individual attack. If you can start in an out-of-the-way position, rather than in the middle of things, you can avoid confronting enemy troop concentrations and therefore disperse your troops more, launching more attacks and winning more territory early on. Often, this can allow you to take a continent before most of your opposition.

Of course, you can't start in a position so remote that you'll never get a continent, but, often, you'll find no competition for a less-valuable continent early on. Choose a continent that's valuable, but not ridiculously so, as your initial starting place, and you'll have an advantage.