Ok, not that I'm an expert at this game yet, but I've not had the problem of getting attacked nearly right off the bat.  But here is what I do on the first few turns

Turn 1: Position Sov. next to farm and if possible near any other resources. Queue up what ever produces materials for you. Start training whatever tech you want, I usually go for mapmaking (or whatever it's called, lack of sleep right now), that way you can get the next level up notable items fairly early. The gold will come in handy. With however many moves you have left with your sov. either try to pick up a hero, or if not that go to a notable spot.

Turn 2: Get Jos or whatever his name is, he is free. No matter what he comes with, he's worth it in the long run.

Next part depends on how much material and gold you have, mainly material. Queue up the farm now if you can, also queue up a pioneer.  For the next few turns have your sov. wandering around collecting whatever loot you can, doing quests, etc.  Test out if you can take certain mobs running around, avoid the spiders for now until you get a better weapon or some spells to cast.

Turn ???: Once your farm is built start building a hovel, home or whatnot. Also by this time you should have your first pioneer coming out.  Either with him, set up a new town near some resources, if they are relatively close. If they are not too close set up to block an area. Some time near the time of your second town, try to get trading going, and building up a caravan in each city.

From there slowly build up your cities. Try to get 4 to 6 out as soon as possible.  Build 1 or 2 garrisoned units in each town.  Once you have yourself established, and have a decent area in control, you can leave your interior cities undefended and just have your outlying ones having a garrison. That will save you valuable resources.

I kept on playing the beginning time frame until I felt comfortable and quit making mistakes. I.E. going against mobs that kill my sov. or an "important" hero/spouse for instance, or forgetting for a few turns to queue up building something. Don't waste money on the initial equipment that becomes available, it's too overpriced that it's not worth it. When you recruit a hero of the opposite gender of your sov., under actions for that specific hero, marry them.  In some ways, I'd almost start as a femme, just for how rare they seem to be for me.

That's the way I've been playing. It's working for what I'm doing, but for someone else, who knows.

A few tips, hopefully useful:

1) according to the resources around you, decide what the "role" of the city is.

For example, if it has food around it, decide it will be a source of food.

Most buildings give % bonus to production (of food, gold, iron etc.), so according to the role you decided, it should also be clear what buildings you want placed there.

Of course, the decision isn't carved in stone. Feel free to change the "role" if you find new resources by new techs.

2) Try not to leave cities unprotected. Even a peasant or two are better than nothing at the start of the game.

Later, when you send a pioneer, try to send him escorted with defense. It will both protect the pioneer on the road and serve as an initial defense until you build something better in the new city.

3) Make sure you have enough houses in a city to make it grow (in case you want it to grow), and make sure you have enough food for your plans.

4) Hard to recommend what techs you should start with since as things are now, it can change every patch.

For now, the group techs in the military tree are important, as well as the techs in adventure that discover new resources.

Because of a current flaw in the game, you might want to delay advancing too much in the resources tech until you have a few cities in decent sizes.