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Just starting by playing a game is also a reasonable way to get into it. I would definitely start at Settler, the easiest difficulty the game offers, because there is no danger of that inculcating bad game habits because it is too easy, and lets you slide too much. There isn't any really easy difficulty level, nothing that babies the human player. Unlike Deity, the hardest difficulty, which gives the AI huge starting bonuses, then huge ongoing yield bonuses in its economy, Settler only gives the human player some minor combat bonuses. Those bonuses are nice, and I think you should take advantage of them, but they aren't so nice as to in any way spoil you.
A third approach is watching a YouTube or two. Potato McWhiskey has some useful ones designed precisely as introductions to the basics. You could try one of these first, or play a game at Settler first so that when you look at the YouTube you have a better idea what the hell he's talking about and why it's relevant.