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So far in my games I've learned the ground portion to my satisfaction. However, at sea I'm getting my clock cleaned. Any thoughts about naval strategy would be greatly appreciated.
Thanks.

As central powers I have been reasonably successful with my fleet - without being a drain on resources.

With the High Sea Fleet When I sortie I prepare a submarine screening / scouting force.
I group the fleet near the Danish Coast - ex PDs which I keep in the Baltic with some light support.

I’ll push ahead with the subs, but keeping track of the fleet range - I want to be able to retreat again.

You will either come across the RN in the North Sea or blockade zone.

Once you encounter in some force - either make some attrition attacks with the subs - if still possible and move in the surface fleet, with matching or better fire power. Damaged RN first. One ship at a time attack, retreat. Make sure you have a retreating lane and keep come cohesion. You can hurt the RN, with reasonable cost. Once back, repair your damage as MPP allows, but spread it over multiple turns - army first.

In the Baltic a single sub, one destroyer, the PDs and a couple of cruisers is enough to not worry.
Especially if you close up the Gulf of Finland with mines - what comes through can be tackled.

The KuK is relatively weak, I keep them in the Adriatic - using subs and mines to control the entry.
A single mine on the convoy route and 1-3 subs is enough to effective close the Adriatic. What comes through is damaged - by mine or sub.
Keep your best ships near Pola and destroy the intruders. Again, keep retreat and repair in mind.

Of course you can be more aggressive, but that will come at a higher price.

The mining, screening and retreating doesn’t feel like overly gamey.
It is the land campaign I focus on.

Ah, the Ottomans.
I’ve used them defensively, sicking a couple of Russian ships.
There is not much to go on, so destroyers / cruisers for recon, heavies for finishing.
...but it may not be worth the price.

This is my second run - the first I aborted in late 1915, I was more aggressive at sea with the first run.
The second I have yet to lose anything bigger than a CL. Although I have had some heavy damage on capital ships after a slugfest.