In many games going first puts the player in an advantageous position and so the playing field is not level. Going first is not cheating. In many games, players choose starting characters that change how the game plays, or provide other bonuses. Some characters are stronger than others, choosing one is not cheating.
While the list of buffs is long, it does not help to make stuff up.
Initially, on Deity, they get the the first column of techs, they get extra starting units (2 settlers total).
They have reduced culture, tech and faith costs. They also have less unhappiness. They gets growth, production and gold bonuses.
I choose to play with the ai because I don't like wars that dissolve into a click fest, and whoever has the fastest internet wins, or in the other alternative, waiting 20 minutes between turns.