I'll help if I can:
Basic rundown when starting on a random map:
Sov is usually placed in a decent city location, there will be fertile ground and a few other resources in the immediate vicinity. Click on your leader and in the bottom left you should see a few buttons on the action menu, one of these will found your kingdom by constructing the first city. This is the only city your leader will be able to construct. From this point forward you'll have to train pioneers to build new cities.
Once the city is built it will start expanding a ring of influence over the land, any resource tiles that fall under this ring can be built on. Click on the resource tile and choose the build option in the lower left corner to claim a resource.
Most buildings need materials, gold, or a combination of both. Housing requires food.
When you build on a resource it will link to the closest town, adding to the production of that resource for the town. You'll find while researching that most of the buildings you can make in a town are % modifiers rather than flat bonuses to something. So a granary increases food production 25% rather than +X food. Because of this you'll want to take note of what your city provides before building improvements inside. Production information is found in the bottom right info bar when you've got a city selected.
If your city is producing a large base of research, that one should get schools and universities to improve on it. Farming towns get granaries and whatnot. Cities go up in level when they reach new population levels. When you select a city you'll see a bar in the bottom right with a house on it, this bar slowly fills based on your prestige level (goblet). If your city has +3 prestige you'll gain 3 citizens a turn up to the housing cap. More houses = more space for people, once the bar fills the city grows, you get to choose a bonus and gain access to better buildings.
While building up your first town, you'll want to send your leader around looting bags and such around the map, you'll also want to recruit some NPCs if you run across them as they can help boost your economy a bit at the start. To recruit an NPC just walk up to them and click, you'll see a speech bubble if you can afford them, if you cant there will be an X over it. If you get an NPC of the opposite sex you can actually marry them to start a dynasty. Some will turn you down if your reputation is too low, wandering around leveling up and doing quests will help with that.
If your leader took the summoning book I recommend starting research on summoned creatures first, they can really help augment your early exploration and keep your leader from getting killed. Throw in one attack spell for good measure. If you went with a combat leader he should have decent enough equipment to start out ok.
Once your research unlocks some better gear you can bring NPCs to the towns and buy items from the shop. You can also find and be gifted items from exploring and completing quests. It's a good idea to keep your NPCs in good gear for exploring, as you complete research in the adventuring tree the world will become a more dangerous place.
Green = Civilization techs, generally these unlock improvements for your cities to construct and enhance your resource gathering capability.
Red = Warfare tree, these techs are focused on better armaments for you troops as well as training structures and larger unit sizes and HP bonuses.
Blue = Magic tree, these techs improve unit essence (mana), allow you to build harvesting structures on elemental shards, and unlock magic equipment for use on soldiers and NPCS.
Orange = Adventuring tree, these can uncover new resources on the map for you, allow access to better NPCS, and allow access to better quests and goodie bags on the map.
Purple = Diplomacy tree, this tree unlocks new treaties you can use with other nations, special training resources that let you recruit all kinds of fantastic allies, and trading/caravans (you'll want this one early on because you can caravan between your own cities for more income)
Lets see, some other things that threw me off initially. You cast spells on the world map by using the button by the mana bar when you've got a caster selected. You cannot cast from within a city. Trading items between heroes is done via a button in the actions tab. Your sov and his/her spouse need to be on the same tile to make babies. They become units at age 20 I believe, they'll appear in your capital and can be equipped like any other NPC. They typically share traits of the parents so choose your spouse appropriately. Mine is an assassin and now I've got a family of assassins running around, kinda nifty.
If you've got more specific questions i'll try to help