Just Conquer all the humans as fast as you can... Walla, an empire. You will need to build up your economy to raise gold and protect against some wondering nomads while at the same time preparing to expand. Marianburg is fine example of a rich province willing to serve Sigmar but yet is independant like every other city state. Once you have a little money and are able to field units you must send an army to gain experience and remain active to protect your borders against all threats while you expand you will recruit moar armies soon. The moar armies you have the better, the moar provinces are all Sigmars Empire. You will not need allies, but trade helps a little. Soon Chaos will invade but they are not strong just a horde. After you conquer the old world and subdue the norska nords and orks you can head out to atlantis and the new world to kill all the elves and dinosaur people. Soon you will kill every Pirate fleet and the world will be completely free of diversity.