couple of things
1) if you're playing hpm/hfm (I think its the same for both, might just be hfm though) you need > 1 state for decent immigration. since cali starts with really low pops you need to quickly get a state.
2) try to get sphered by UK early otherwise you'll just get crushed. since you have such low pops you won't be able to build more than a few troops so you can't contribute too much to war effort. I guess mobilize and try and defend in mountains until US (hopefully) loses.
3) you might want to first play as mexico until the revolt happens where cali gets free and then switch. this will let you get mexico in a better position to fight the US and hopefully refute manifest destiny.
4) if you play as mexico and wait until the revolt happens, you probably wouldn't want to ally the uk as they would join the war vs you (I believe). but then mexico has no chance vs the us, meaning manifest destiny wont be refuted (basically meaning the end of the campaign as they will keep cores).
I've never played cali before so im just guessing with all of this. it seems like it would be one of the hardest nations, gl