Build a town in the start near a Fertile Land world resource. This will give you food, which is needed to build houses for population to live in. Focus on producing Tech Knowledge and Materials from your cities, and keep an eye on the Gildar income so it doesn't turn negative. You'll need to build larger cities with more housing to access more buildings.

Explore the world with your sovereign (he is immortal unless he dies inside the borders of an enemy faction). Search for other world resources - food sources, metal sources and shards are of particular interest. Visit notable locations as you do - there's usually a bunch of materials spread around the map in the start.

When you have enough materials you should quickly build a pioneer and construct a second city, either near world resources or a large open space. I usually continue to expand with more cities until I hit an enemy border.

Focus your research on Warfare and Civilization, they are by far the most important. If you haven't found any metal sources, don't waste time researching any weapons or armor that requires metal to build. I usually research Equipment (kingdom) or Tools of War (empire) as my first technology, it allows me to design a decent basic defence unit with Padded Cloth armor and some sort of spear or Staff. These very basic units are all you need to defeat almost any monster until much later in the game.