Avoid relying on build orders. This game completely depends on what you need. Every map is different and you cannot always play the same way. 

i.e. If you always do a magic build you are going to hurt if there is no decent essence cities. 

Here is a few early game strategies.

However, generally I build a cleric or the tower first. Most of the time I build the cleric. Once you build that you just need 1 fame point from clearing a camp to get your first hero. 

HERO AND UNITS

Separate them for 10 turns or so to explore then gather then up and build scouts. You want to find early goodies and your second city location as soon as possible. Avoid early combat. Generally avoid anything too big until you have an army. Weak or Medium difficulty (stick to weak if you can though)

TAXES

SET TO NONE! Don't raise taxes unless you have to. You can get by for a long time. 

RESEARCH

This is not the exact order.

Research first 3 techs then trade for the civilization tree.

In the magic tree research the ability to make shrines. 

In the warfare tree get leather armor. 

Then research whatever. 

UNITS

Full Leather Club Men as soon as you can. Just need a few. Early on build enough units to SURVIVE. Focus on your economy. 

Research Civics first unless you have oppression. The bell tower is best production building unless you can build on clay pit. Once you can't get the full benefit of a Bell Tower then the other options are better. 

Early on build up your production abilities. No pioneers until your first town is level 2. Then toss in a pioneer as soon as they become avail until your unrest is getting out of hand (try to st ay below 20% unrest the early game)

SPELLS

Buff your cities.

Buff your units. 

Don't waste mana on nukes. Until you have some shard shrines the buffs and debuffs are better than nukes.

CITIES

Balance towns, conclaves and fortresses. Generally I make a set of each before adding more of one type. 

Need gildar - towns

Need units - fortress (2 or 3 essence cities)

Need research - conclave (1 essence at least, use your high essence cities for fortress first though)

What Coyote said. As soon as your city hits lvl 2, train a Pioneer.

Basically, build all tier 1 buildings before moving on. Build on all resources asap. Train many, many Pioneers. And some more. Make sure all your cities are connected.

If you have a hard time beating the game, check the forums for other 'advice' threads. Or you can post your current experience (your Sov and Faction and how you are doing) and people can give you specific tips.

Research the first 3 civ techs

Build a second pioneer when your first city hits a population of 60.

Build bell tower (and cleric if available)

Build Study.

Buiild as many militia that you can afford.

Your second city, ideally should be a fort.

The key to keeping the AI off you back as long as possible is to ramp up your power ratiing, and keep it at least level, if not higher, than the AI.

With the AI at bay, you'll have time to level up.

There's already another thread on the first page with even more newbie tips.

I always go logging camp first if available as it only take 2-3 turns to build (bell tower is 4 I think).

Also unless I know the map I make a scout very early on (a redesigned one with the stealth trait unless it's a racial trait already).

My first action is to cast hammers spell (if I have earth magic and at least 1 essence in the village), then logging, then often a scout, then sometimes workshop.

That is a lot of production for only 10 turns in...and it means you can get everything else so much faster...