Burgundy will always turn on you since you both share that juicy Channel trade node, so don't be afraid to throw em to the dogs. Be careful though, keeping them around and not PU'ing France early means it's more likely the Burgundian Inheritance can fire which really jump starts France (as well as typically making Austria a rival).

IMO you have to decide if you want to be a colonial power or a European power early on. With the right allies (I go one of the Iberians and Austria) you can gank France after Burgundy declares on them (it's like clockwork this patch) and get the PU mission after one or two wars (you have to be bigger than them). If you eat Ireland fast enough, you can even get it before Burgundy declares, though Austria may or may not support it. Don't be afraid to go into debt early on cause you have a rich trade node and an attack dog France is worth it.

As for Scotland, don't worry about them so much. You field 5-10x their navy and 3-4x their army. They only exist to cut out 1 or 2 provinces from em, getting the vassalize mission, then getting the free integration to Great Britain at tech 10. Bonus points if you feed them the subarctic islands and they core and culture change em for you.

Oh as for colonizing Greenland, IMO it's not worth it. You're sinking a lot of ducats into it to reach America when I'm pretty sure you can reach Beothuk at Diplo tech 7 with the +50% from Exploration or just grabbing Iceland from Norway. Greenland is arctic with lots of natives so it's a headache you can avoid.