Strategy and Themes
The trick with Arjun is having the ability to adapt on the fly to the situation at hand, and choosing the best move out of many options while knowing that all of your other options will change the moment you've made that choice. Its super fun, and it's only chaotic if you aren't looking at the bigger picture.
Draw tons of cards, dig for combos, and deal tons of damage with copied spells and abilities while not actually attacking all that often, if ever. Use card draw and hand size to great advantage, no matter who is drawing or whose hand size. Capitalize off of your knowledge while punishing others for daring to think they can handling thinking as much as you do.
Flavor: A tiny cabal of wizards who know far more than you, even if you don't know it.
Wizards: While they certainly won't be winning any war of numbers (or any conflict involving direct physical combat), wizards certainly make up for their lack of physical presence with their extremely useful abilities.
Spellcraft: Powerful combinations and applications of instants and sorceries are prominent in any wizard's strategy, and Arjun is no different.
Knowledge: Since knowledge is the only power that matters, one must know all in order to be all powerful.
Specifics
Universal Enlightenment: One can learn more by not being selfish in the learning. Fill up opponents' hands along with your own via Well of Ideas, Font of Mythos, Windfall, Jace's Archivist, Otherworld Atlas, and other methods. This may not seem like such a good idea at first, but one must look at the bigger picture.
Price of Knowledge: Once opponents are drawing and have hands all filled with cards, use Cerebral Vortex, Stormbreath Dragon, Vicious Shadows, Runeflare Trap, Molten Psyche, etc. to make them pay for all the knowledge you've so generously shared with their unworthy selves.
Double Time: Direct damage is much better in EDH when it is doubled or tripled or, if you're very lucky, quadrupled. Mirari, Sigil Tracer, Echo Mage, Dualcaster Mage, and other tools can help greatly in this regard.
Focus!: No Arjun deck would be complete without ways of capitalizing off of all the card draw you yourself are doing, and thus we come to alternate win conditions that combo with Arjun directly and simply, allowing for multiple avenues of making opponents very sad. Niv-Mizzet, the Firemind can quickly net a ton of damage and life loss, as well has having the benefit of being a Wizard. Sphinx's Tutelage can utterly deplete even the largest library in a short time with all the card draw going on. Diviner's Wand can equate to surprise commander damage wins when equipped to Arjun himself, made all the easier and faster by the fact that he is a Wizard.
*No, I don't have Psychosis Crawler in here. It's undoubtedly powerful, but, after having played with it a few times, I just don't find it to be very much fun. It has no politics - it just makes every other player at the table want to snuff you out. Not great for my personal playstyle, and not how I enjoy the game - plus, it's a gross phyrexian monstrosity and mystical wizards don't approve.
Knowledge Retention: Even without the ridiculous (in every sense) draw-ramp of things like Thought Reflection, there may very well come times when one has simply forgotten more than he or she knows. In that case, Learn from the Past, Psychic Spiral, Day's Undoing, and Time Reversal sure do come in handy.
Pest Control: Being that wizards at war are usually outnumbered by things that want to kill them, things like Cerebral Eruption, Mizzium Mortars, Volcanic Vision, and Propaganda (among other methods) can certainly help in this regard.
Big Ol' Spells: Sometimes all you need is a massive sorcery or two to win you the game. Clone Legion, Insurrection, or a copied Mass Mutiny/ Rite of Replication fit that bill nicely. Hitting a Molten Primordial with a kicked and possibly copied Rite of Replication is super fun, as well.
Omnipotence: Omniscience allows you to cast things for free, which is very good if you are using Arjun to hunt for combos. Enter the Infinite draws you soooo many cards, which can end the game with other combo pieces. Having Omniscience out not only lets you cast Enter the Infinite for free, but also lets you cast your library that turn - which is awesome, because combos.
Slow Burn: Magmatic Force doesn't require you to re-sculpt your hand in order to deal lots of damage, and its also another great target for a kicked and copied Rite of Replication (18 damage each upkeep, divided by 3's among any number of target creatures or players). Follow that up with a self-targeted (copied?) Clone Legion and you get where that is going.
Obsidian Fireheart is great in this deck in my opinion, because it can actually deal a huge amount of damage over time if you get it out early enough, making it much easier to finish people off with direct damage spells later on. It also gives you something to do with unused mana if you aren't ready to re-sculpt your hand just yet.