Ok, so a lot people online say it's not possible. Just like a lot of people say it's not possible for England to win the Hundred Year War that starts at 1444. But it is possible to win the Hundred Year War as England and to get an instant Personal Union with France. And this is probably the best way to start your World Conquest.
Personal Unions are a very powerful way to expand your nation. Why? AI gets only a little angry at you, you can take big chunks of land quick and you have an ally in your wars.
How do Personal Unions work?
A Personal Union is a bond between nations where one monarch rules over two countries. The country leading the union (the senior partner) gains the throne and dominates the country who lost their monarch, (the junior partner). The junior partner will always join your battle's and fight for you. You also get a certain amount of income, money, from your Personal Union.
How do you get a Personal Union?
The first step is to get a royal marriage with the nation you want a Personal Union with. Next you can either wait to get extremely lucky or force a Personal Union. If you wait and the king of the nation you have a Personal Union with dies without a heir and you have high prestige then you can inherit there nation in a Personal Union. But like I said, you have to get extremely lucky and you want world conquest so have no time to wait for that. Instead you wait for the nation you want to take to have no heir and you claim their throne. This can be done in the diplomacy window. Next you attack them with the casus belli you just got from claiming the throne. If you win the war you can force them to be in a personal union with them. Get some strong allies first and make them do the fighting, that’s always better. With this method you can take over a lot of big nations.
Once you get a Personal Union you will have to improve you relation with your new junior partner. Because every time your king dies and your heir takes the throne the game will check if you have a positive relation with your junior partner. If you do, the Personal Union continues, if you don’t, the Personal Union ends! If you force a Personal Union then you junior partner will start the Personal Union with negative relations towards you because you just fought in a war against each other. Getting the relations to positive will take about 7 years. So make sure your current king is not to old, and can live for at least 7 more years.
After 50 years of Personal Union with a nation you can integrate them into your nation and finally take their land. With cores and everything already there for you.