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Most districts have an adjacentcy bonus, meaning placing them next to certain types of tiles will increase their output. This is a big help, especially early game.
Most things you can build also have policy cards which let you build them faster. Once you have the card for something, you should avoid making that thing unless you have the policy card equipped. For example, try to only build settlers when you have the 50 percent faster settler build card in your government.
Once I got the hang of those two aspects, I improved greatly.
Usually I like to get a few debator promotion Apostles and use them to hunt down enemy religious units.
At the least try and keep one Missionary in a city. (so it can't be attacked by enemy religious units) At a pinch it can then convert your city back and allow you to make new religious units.
Daniel.
Fortunately, at settler difficulty, I'm able to catch up fairly quickly (and when I have barbarians turned off, I find it pretty easy to steamroll the AI). Still, it's annoying to have to start the game by needing to focus on military production when what I really want o do is dedicate myself to a science or cultural win.
So that's my suggestions - try an earlier difficulty setting, turn off barbarians, focus on military for the first hundred turns or so. Get used to the game before bumping the difficulty up and seeing how you do.
There are games that present you with a series of challenges, for each of which there is one best choice, or perhaps a very limited set of good choices. You successfully complete one challenge in the game, then move down one fixed path to the next challenge.
That's not this game. This game is categorically open-ended. All of your choices are trade-offs that require you to give up one good outcome that will help you win, in order to gain another good outcome that may be better at helping you win, but there are dozens more choices you have to make down the road to make it better at helping you win. Every choice you make is wrong, because to make that choice you have to choose to not do something that would be of benefit.
"it feels like I need to build everything possible in the game as fast as I possibly can"
Everything you could build at any given point in the game would help you win, but the fundamental trade-off in the game arises from the limitation of only being able to produce things one at a time, one per city. You're limited by the number of cities you own, and how long it takes them to produce all the nice things you need produced to win. You start out with only one city, and that city has to produce a fairly expensive unit, the settler, to allow you to have more cities and thus more production options available. This requires a whole series of trade-off decisions about producing buildings and builders to make it so the first city has enough production that it can knock out the settler quickly enough,with, of course diversions into making units to explore and defend against barbs and/or early AI invasions. Your new cities are going to reproduce that process of deciding when they can switch from producing things to help them grow and be more productive, to things that help your empire as a whole.
Every game, playing as ever civ/leader combo, you have to get good at making your cities grow, that's a core function of the game. But then you have to move on to doing well with organizing these individual cities towards the output of the many empire-wide yields that your empire needs to move towards winning. This broadens the range of choices to such an extent that you can't keep up with all of these priorities. It would be nice to be in the lead in all these yields from the ancient era on, but you can't do that, because even Settler difficulty gives you absolutely no yield advantages over the AI, at all, and, by random chance, approx 50% of them will have started in a more favorable location than you.
What you have to do is to prioritize core systems in the game, and leave non-core systems for later, or never.
Science is absolutely a core system. Right form the start, you have to move up the tech tree as fast as possible, ahead of the competition if possible, but at least not too far behind them. That nasty surprise you ran into of the AIs all having knights is only the most obvious problem you run into pursuing any strategy while behind in tech. Even your city agenda, growth, is stunted until you get the techs that unlock higher yields from tile improvements. Consider building a campus as the first district in every city that has grown enough to produce one with reasonable speed, then strongly consider building one at least later in every city where it wasn't the first district.
You need to move up the civics tree as well, but here you have a cheap alternative, the monument, that doesn't require you to produce an expensive district, and there are more tiles and unique improvements that are more often available as sources of culture points as compared to research points. You can usually end up putting off theater squares until several of your cities are big and productive enough that producing them is less of diversion of resources from other priorities.
You need gold to pay upkeep on your units and buildings as its base use, but it can also let you buy buildings and units. This gets around the limitation of production, that you can only be producing one thing per city at a time, but is expensive, so has to be limited to high-priority purchases. Great people are also expensive, but the right one can be critical at the right time. Then of course there's unit upgrades. Getting gold is core, but unlike campuses for science, you have an alternative in the early game for getting gold that doesn't require you to build commercial districts and harbors, at least not early. You instead make deals with the AI. This goes better if you have kept on good terms with at least some of them, so invest in delegations and open borders with all of them who aren't hopelessly hostile.
Industrial zones are highly variable in prioritization. Production is important in your cities of course, but you can more often do better at that by building a few mines or lumber mills. It's not until factories and their area effect that IZs clearly become important. I value IZs more than most players, largely because the great engineers are arguably the best great people in the game
That's it. Forget everything else until you get comfortable with the core systems. Go on an elimination diet. No holy sites, encampments, or walls, ever. No wonders until you have enough cites that are productive enough that you can spare one of them to go on a spree. No entertainment centers until and unless you run into happiness problems, which almost never happens early. No military or fleets until you need them for some reasonably practical plan of conquest you have formulated, or if needed to fend off invasion.
The goal is to slim down the variety of your choices -- especially in the early game -- until you are comfortable with the core. At that point, add in non-core systems as you feel comfortable. They all can provide amazing benefits if used as adjuncts to the core mechanics, but you don't have a good sense of where your core needs help from one of these adjuncts until you master the core itself.
Religion is the most versatile of the non-core systems. There are beliefs that can be very useful, even decisive, towards all sorts of strategies, but there's such a variety of these beliefs, there is such diffusion towards so many different strategic directions, that learning the religion system itself doesn't help you learn the wider game. There are some beliefs that are of general use, such as Feed the World and Work Ethic, but the AI values those as well, so you have to get first or second religion to get them, and that really detracts from your core priorities quite early. Then, even after you devote the resources to getting one of the limited number of religions, you often have to defend it from one of the more avid religious civs, as you found in your game. It forms a continuing drain on your priorities, as you have to build religious units to spread it, if only to get the benefits to more of your pop, but also to make it harder to for the AIs to snuff out. Missionaries often won't do the job, so you have to unlock temples and build the more advanced religious units. It's all worth it only if you know to pick beliefs that will prove to be critical to your winning, because they provide an advantage that you can't match by getting more research or culture points, or more gold. Leave religion for later, as you move up the difficulty level and often need the synergy from some belief or other to outmatch the AIs' huge yield bonuses. You don't need religion at Chieftain once you get competent at the core systems, and it won't save you at Chieftain until you learn that competence.
I'm sure better players then I am will say that's awful advice, but it did help me get through my early struggle with barbs. As a side note, I also played just the base game on settler. I went up to the second easiest difficulty and did a game on the base game and then finally started doing rise and fall. After about 5 games like that I went up one more level, and did so well in that first game, that I finally turned on Gathering Storm and went to prince.
Main point: Just keep at it. It's a very difficult, complex game to learn if you are coming from nothing but it eventually will come together for you. Also Youtube....Potato McWhiskeys overexplained games and hearing his thought processes were amazing to help everything start to make sense for me.
It's not an awful advice at all ! In fact it's a pretty good advice. The game is so customisable that beginners can easily be lost amongst the different settings ; and the often make the hardest choices, like playing on huge maps at marathon speed, without understanding that the bigger the map is and the slower the speed is, more difficult their game will be. Sometimes, they even chose the Huge Earth TSL map XD Worst choice ever to begin with.
So yes, a 4 to 6 players map at online/standard speed in fine to begin with (but not dual maps ; 1v1 is a very special format with a very different pace. Avoid 1v1 when you're a beginner).