I've been having so much fun with this weird priest.
The goal is to abuse of your Blood of G'huun to generate additional copies of Reliquary of Souls or Al'ar. Caravans are there for making your opponent trade them, and in case of survival, give you extra survival tools (and maybe a big minion, who knows)
A few tips:
1) ALWAYS keep Sphere of Sapience. You want to put at least one Reliquary and one Blood in the bottom of your deck. And it's also handy for finding removal when you are complicated.
2) Mulligan against agro: of course keep all of the removal tools. Maybe a Palm Reading for finding extra things. Squeeze the value of your Devouring Plague, don't throw it so easily, sometimes is better to lose some health.
3) Slower matches, go for draconic + Idol. Palm Reading is also pretty good, but play it only when you have a lot of spells in hand. You can be greedy sometimes.
4) SQUEEZE YOUR PALM READING. And if you see an Idol on it, unless you're in a hurry aginast agro, KEEP THE IDOL.
5) If you're on coin and your opponent didn't throw anything for trading, Caravan is INSANE.