Arthur Harris is quoted as saying "The Nazis entered this war under the rather childish delusion that they were going to bomb everybody else, and nobody was going to bomb them. At Rotterdam, London, Warsaw, and half a hundred other places, they put that rather naive theory into operation. They sowed the wind, and now, they are going to reap the whirlwind."

The Germans entered the Second World War believing that they would be able to strike quick victories against their enemies and force a "peace with honor". Poland fell rapidly. the Netherlands, Belgium, Luxembourg, France*, all of these countries fell very quickly before the Nazi War Machine but what stunted their victory was the English Channel and Russia. The Nazi's plans were to take Britain, or at least mount a credible threat to Britain that would force them to capitulate to the Nazi's demands. To this end they hoped to do a few things, First they would need to establish air superiority over Britain thus making the planned invasion (Operation Sea Lion) more likely to succeed. But they also wanted to cut of supplies to the British by any means possible, hence the intensive submarine campaign against the convoys of Britain that were supplying them with supplies from their extensive empire. Also the campaign in North Africa was meant to drive quickly from Italian Libya into British Egypt and seize the Suez Canal, This would not have outright defeated the British but it would have definitely put a boot at their throat, as it would have caused the myriad supplies being sent to Britain to take the longer and more dangerous route around South Africa and into the Atlantic where Nazi U-Boats could have preyed on the ships.

There was a similar plan for the Russian Theater, the plan with the USSR was to rapidly strike into Russia and take Moscow (administrative head but also along the way much was where much of the Soviet heavy industry had been before the war) , The Ukraine (the Soviet Union's Bread Basket) and the Caucasus oil fields in the south of Russia, (Today's Azerbaijan, Georgia, Armenia). Again the plan here was to force the capitulation of the USSR by taking vital resources from the states ability to wage war, forcing them to surrender to your terms.

The plan after D-Day was to wage a bloody war against the invaders forcing them to call it quits before they could cross into Germany. (of course the immediate plan after D-Day was to drive the allies into the sea, but that never happened.) this mirrors their strategy in Italy after the Allies invaded it in 1943, the germans were able to muster a very powerful defense that ground the allied advance to a bloody halt and made any attempt at advancing very very difficult. Much of the idea around the surprise at being invaded was a holdover from propagandist statements by the Nazi's as they exhorted their people to greater and greater heights of self sacrifice.

However a portion of this mentality was also reminiscent of the German experience of the First World War, that war ended while the Germans still occupied enemy territory, so the idea that they might be able to negotiate a surrender with the Allied Powers was something that some of the Nazi planners held onto, but it was unrealistic given the kind of war that the Nazi's had waged earlier, and that this was the second time that Germany had seemingly plunged the whole world into war. Franklin D Roosevelt was keen on the destruction of "Prussian Militarism", which he saw as the root of the world wars, thus leading to the postwar shrinking of Germany and the ethnic cleansing of Germans in Central and Eastern Europe.

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(Surprisingly quickly in the case of France, don't believe the memes and jokes on this one, read France 1940 by Philip Nord for a better look at the fall of France, the common misconceptions around the fall of France is actually based on the Nazi Propaganda at the time and very inaccurate.)