Try to negotiate an alliance or ceasefire with Scythia so your back is safe (for the moment) and then move forward.
I think Dacia are probably the easiest opponents you would have at this stage but it may be safer to stick to the Greek coast and move south to Athens/Sparta etc so your left flank is protected by the sea.
Alternatively, Scythia may be an easier opponent and you could take them to remove that threat before moving south.

I'd take care of Dacia and then go for the Greeks. And leave some protection against an eventual Sarmatian (Scythia in vanilla RTW) attack.

And spam cavalry...it's not the greatest, but you'll need lots of it.

Expanding into Greece is most profitable. The Schytian lands don't have much value. Not sure about Dacia, but proboably not that great either.

So I'd make my primary goal to conquer Greece. Try making Dacians and Schytians into enemies. Then they should hopefully be beaing on each other and leave you alone.

I wouldn't attack Dacia, but rather avoid the two who attack you and perhaps try to turn someone else against them? The Greek Cities maybe? You're best action ould be to knock out Scythia. As the Julii they were a pushover and this was very late on in the game. To combat macedon, fight fire with fire and try to grab some greek phalanx mercs. They're not great but can lock the enemy in combat while your spam cavalry, as Ichbinian suggested, rush their flanks.

Hit Dacia, they only have two cities. After that, take Macedon and then the Greeks. If necessary, sacrifice Campus Getae and maybe even Tylis to take the Greek Peninsula - it is a far more profitable and more easily defendable area. The enemies usually come from one direction and your cities are close together.