As far as the strategy goes, check M'Hunters clan page. They have a guide linked there and the Picks sections covers First Turn Bonuses. You should be able to find good examples there.
So, an example of this strategy is to start in Norway (assuming 0% luck) and take scandinavia turn 1?
Yes, that's an example. Although you'd also, say, start in Moscow or Danmark Havn alongside Norway to pull it off in most cases in the Strategic 1v1 template. Most FTBs on that template are +3 income/turn; a few are +4 but they're trickier/riskier to get in luck games as FTBs.
Also, does this strategy mean delaying expansion for turn 1 bonus, or does that usually never happen?
What do you mean by delaying expansion? I don't get what would be there to delay on Turn 1.