The First Turn:
For your first turn Monastery Swiftspear is an ideal option in most situations. If you do not have any other creatures then you can either be attempt to draw into one with Serum Visions or Opt. If not you can use other counter spells to attempt to prevent whatever your opponent might play. The goal is to lock them out of the game and start dealing damage quick.
Second Turn:
For your second turn, you've got a few different options. You could either cast Thing in the Ice and hope to use it as a blocker, or start by dealing damage with burn spells and pumping up Monastery Swiftspear. There's also plenty of counters too which could be useful in further keeping your opponent out of the game if you choose to save your mana.
Strategy:
Now it's time to start casting as many spells as you can to transform Thing in the Ice into Awoken Horror. Once you've got this guy out, all non-Horror creatures get put back into their controller's hand and you've got an easy 7 damage. Continue to use Blue spells to prevent your opponent from putting down anything on the board. Use Red to deal lots of damage to the opponent or spells like Pyroclasm to kill plenty of creatures at once in case they do manage to get something out. Once you've got 6 instant or sorcery cards in your graveyard, then Bedlam Reveler can come on to the battlefield for only two Red mana. I'd recommend trying to use up whatever spell cards you have left in your hand (if any) because you'll be discarding them once he's onto the battlefield. What's great is at this stage in the game, you've mostly run out of cards. Bedlam Reveler lets you draw 3 new cards to replenish your hand. He's also a Horror creature so he wont get put back to your hand by transforming thing in the Ice.
End Game:
It's basically game over once you've transformed Thing in the Ice into Awoken Horror and you've finally managed to put Bedlam Reveler onto the field. From there you continue to drain their life with more burn spells and lock them out with counters while simultaneously pumping up Prowess on Bedlam Reveler and Monastery Swiftspear until you've won the game.
Sideboard:
Just a couple other spells to switch out depending on what kind of deck you're playing against. For decks that do crazy things with lands, add a Ghost Quarter and Molten Rain. If you've got a deck that uses a lot of instants or low mana cost spells there's options as well.