I'm not a very experienced gunboat player, but I have played some. Like in normal diplomacy, the key to winning the game is ... diplomacy. You *need* to have other players make moves that are in your favor. So just like in normal diplomacy, your main goal is to make sure you have allies, or at least make sure your enemies are fighting a third party.
The biggest difference in my opinion is inertia. In normal diplomacy, alliances can be fluent and things can change very quickly. Say France is attacking Germany and gets stuck, while England is heavily committed against Russia in the North. It is now in the common interest of Germany and France to stop fighting, establish DMZ's in Ruh/Bur etc, and stab England together. If they are allowed to talk, all of this can happen in one season, with England blissfully unaware of his impending doom. In gunboat, the same will happen, but it takes much longer. France has to stop his attack, and issue support holds. On the next turn, Germany returns the support, and the alliance is ready to start off. But, it has taken a full year to "negotiate", and England will at the very least be prepared.
Therefore, you should choose your enemies carefully. Once you start an attack, you'll be committed for a while. So don't just take centers off anybody whenever you can. As the saying goes: "Never start a war you haven't already won" :)
The corollary is predictability. Because the alliance structure doesn't really change over the course of one or two moves, you can predict what will happen reasonably accurately. You could try to do this for some current high-level gunboat games, like
gameID=129929,
gameID=127189, or
gameID=129104. Don't post your predictions here though, we don't want to discuss ongoing games!
Because of the unique nature of gunboat, your actual moves matter a lot less than your long-term strategy. Try this when practicing your games. I think you'll be surprised how well you can predict and manipulate your opponents' actions.