There are a variety of approaches you can take when initially setting up the board. The default approach is to create a board that is close to a square or a circle. The alternative is to try to make a weird shaped board, one that includes irregularities or discontinuities. The variety of boards are practically unlimited. An odd shaped board may increase the likelihood of one player gaining an advantage, but it might not be you that benefits.
Your starting position is very important! Keep in mind - whoever chooses location first may be at a disadvantage or an advantage it depends on the shape of the board. Try to beat your opponent(s) by trapping their sheep so they can’t divide.
Look for sections you can take off and exclude from your opponent(s) at the earliest opportunity. Make sure that you’ve located enough sheep to exploit the area isolated from your opponent.
Read ahead - try not to let any stacks get stranded.
Consider keeping your flock together and your opponent(s) apart as the flock size breaks a tie.