in my first two games, i got crushed utterly. everyone always seemed to expand faster and then all team up against me.
By my third game, i had learned how to design an overpowered sovereign. I got crushed in the beginning, and bullied by two empires who were each four times my size, teaming up against me. I led a four-champion questing party on a vanguard conquest, bringing two empires to their knees and getting into first place simply through combat tactics. And also through haste spells and a ridiculous amount of air shards.
But by my fourth game, i'd learned the economy. The critical importance of early land and resource grabbing. Of stockpiling crystals, wargs and mana, long before i'd have any need to actually use them. Of getting explorers out to make first contact with factions early on, and making deals with each of them before they could start getting cosy with each other. Non agression pacts and trade agreements will send your economy soaring through the roof
Now i'm on my fifth game, i can completely dominate the game in every aspect, and i'm starting to raise the difficulty to compensate ^^ it's been an interesting learning experience.
One important thing to keep in mind is that the AI has no morality. It seeks only power, and to win, not to act with any honour. It's motivated entirely by fear, and the only way to have peace is to be significantly more powerful than everyone else. Or rich enough to buy their non-agression pacts