Catherine II's meddling in Sweden's internal affairs and the support to the political opposition have not gone unnoticed by Gustav III and have made war in the north inevitable. Do not expect much from the Danes as a new pro-British political current will soon replace the old pro-Russian one. The joint attack on Sweden is impossible due to their tactical and desirable alliance with France. Any attack on Sweden would automatically involve Russia in a war with France and would worsen relations with other nations and cause sanctions.
To the south, the slow decline of the Ottoman Empire has become the centre of international politics. However, their demise will not come that quickly as the Ottomans still have the support of France, and are soon to gain new supporters. The annexation of the Crimean Khanate can be a start and will enable you to build a Black Sea fleet to counter the Ottoman navy. This would open your ports to new trade routes in the Mediterranean. With the crisis caused by the civil war, Crimea will be an easy target, the people have already decided.
Persia is close to an end to civil war and a new dynasty will arise, one not so willing to let Russian interests expand southward into Dagestan. Georgia has awaited Russian protection with fervour, but Russia currently does not have the opportunity nor resources to assert its influence there.
To the west lies Poland, a once powerful kingdom but now a petty servant of the Empire waiting to be partitioned. Be careful your interests do not clash with those of Prussia as it could trigger a new global war.
Tensions are high and resources are low so good relations with central powers are crucial if you want to keep your new territorial gains. Catherine's dream of creating a Greek kingdom will have to wait.