Expansion and Exploration is the name of the game early.
First find a good starting point. 3/3/2 is good. But I will usually try to take the best spot in my area. I want to start building as fast as I can.
Cast enchantments on your city based on your sovereign. Enchanted Hammers, Meditation, Research, Propaganda depending on who you are playing and what is going on in your world. I usually build a pioneer first, then a building, then a pioneer, then start building based on what I need. I like to build a logging camp if it is available. While those are being built, start exploring with your Sovereign. If possible cast enchantments on your Sovereign, I like tutelage and evade. Careful not to cast too many that you are losing mana. There should be a hero near you, recruit them. Some people build militia, but in most of my games I usually get a warg or or sand golems early on, so I don't. Make sure your hero and champion explore separately for a while. Helps cover more ground and they will build experience more quickly.
Then depending on what the game gives you, start expanding. Settle Fertile grounds and build outposts on nearby resources. Capture shards as soon as you can. They increase your mana and help your spells.
A good foundation is important and will pay dividends down the road.
edit***what Xia said. The start of the game is important,