This is the page I found it on.
http://www.hoi4wiki.com/World_tension
Since my post, I, as the Soviet Union justified war claims against Estonia, Lithuania, Latvia and Finland. None were aligned, and I only had to fight a (very short) war with Finland after they refused my demands for peaceful annexation. The world tension raised from these actions was minimal (something like 2% total), had no negative effect on relations with the other powers, and did not lead to any faction conflict whatsoever. It was unclear that I could do this without bothering anyone. I think it would be nice if the game somehow made this clear to you.
So, if I started a game as the Soviet Union and immediately started generating war claims on...let's say Norway, what would the political and world tension ramifications be if I carried out the claims? I assume if Norway submits to a peaceful annexation, it would generate less world tension than if I went to war. How do you know if a country will have their independence guaranteed by the Allies or choose to side with Axis? Are there any indicators to look out for? Is there any way to know this without experimentation? Is it somewhat random every game?