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http://www.wikihow.com/Play-Age-of-Empires-3
If you're British, houses are a priority to get as many Settlers active as possible. I usually stick 4 or 5 on Food, and spend any extra Wood at the beginning to get a Market (for the Food gathering upgrade), and then start building houses. Every free Settler from a House goes on to more Wood.
If you're Ottoman, a Church is very important to get early on - you'll usually start with enough Wood for a Church and at least one Settler upgrade, but you'll need to gather enough for a House or two as well.
Best to look for guides on your civilisation of choice - general ones though, not intense strategy guides that tell you exactly what to do by the second.