Hi Gizment, I will try to offer some 'general' advice. Specific advice is difficult because there are so many variables, amnd many styles. Here is mine: First, are you playing a kingdom, or an empire?
I generally play a kingdom, so my advice will follow that tech tree. First, take sovereign with meditation, or whatever its called. The point is, you want a Sov that will immediately begin research on magic. This is essential. Then, begin researching one of tow paths (your choice): choice one: research level two spells, THEN, research summon familiar. Avoid combat - don't get near any hostiles.. until you get summon familiar. Immediately cast it, get you familiar, NOW go fight some monsters, and level up. BTW, use the familiar to fight, not your SOV... she is too weak for physical combat at the start. OTHER choice, research flame dart. When you get it, use it to flame enemies, level up. This is quicker, but riskier - because you might run out of manna before you run out of monsters in a battle.
ASAP, build your first settlement next to fertile land. The early choke point for production is usually 'material." So, build a work pit, or whatever its called - that makes 1 material a turn. Exercise patience. Look at the possible choice for builds, and look at the various resources needed, and what you are lacking. usually its materials. However, you need food, money, etc. ALSO: It is extremely important to get control of at least one lost library, so you can "build its tile" and begin getting 'research' to learn up the tech tree (which has several branches). You will probably have to build a settler (requires 'materials!). Build a new settlement next to that library. Then develop the library tile - start generating research. BTW, temples do the same thing for arcane (magic spell) research (your sov does one point a turn on her own).
From here, it really depends on what opportunities come up. However, almost always: a scribe will show up near your first town, second turn of game. Click on your sov (must be adjacent to scribe), then left click on scribe. You will see an icon with "..." three dots on it. Talk to the guy, and he will join you for free. All the others cost gold. Now you have two characters to move. If you have enough gold, and your characters are in your settlement (or in your zone of influence, which will expand as time goes by), buy them traveling boots. And put the boots on! Now they move three in stead of two spaces a turn. Why spend this VERY LARGE amount of money (at this stage of the game)? Because you must look around, carefully, for all the "goodie huts", like a dropped bag, or a caravan wreck, etc. When you enter these space, you will get some money, or resources (metal, materials!!!! etc.). The other players will also be seeking these out, so don't wait on it. But don't go onto a goodie hut IF a monster (or bandit) is next to that space, unless you already have your familiar summoned and it is riding shotgun with you.
You will also see an occasional 'Inn." Entering one of these squares will give you a quest. I won't tell you the quests - that part of the fun. However, if the quest sends you to a lair - be prepared for a fight inside.
That's all I can say in very general terms: Remember, tech research has several (5?) branches. Finally, take a good look in the forums, read the beginners FAQ, as many things are explained better that i just did. Both full tech trees, one for kingdoms (humans) , one for empires (the fallen ones) is posted also. Look it over. Really, have fun. AND one final suggestion. If, after 15 or 20 turns, you discover there are no libraries in range for you to settle next to and use - then book right out of that game and start again. Not having tech research by turn 40 or so is TOO big a handicap...
Hope this helps you get a decent start. Welcome to the community!