Check your demographics (F9) often. You usually don't want your "soldiers" to go far below average. Early on, a military is good for clearing barbarians before they pillage your land and steal your workers. If you find the number of barbarians problematic, I suggest choosing the Honor social policies. Then keep your military mighty, build lots of science, and you can dominate militarily later, conquering the cities you need.
If barbarians aren't giving you too much trouble and if you see good land that isn't near anything claimed, go for Liberty instead of Honor, it has a policy that gives you a free settler and half settler cost in the capital. Rivers are especially critical. A luxury resource and lots of river tiles should be sought after quickly, though it's efficient to wait for the free settler policy before building settlers. After that, expand when feasible, don't let the military lag too much, and build yourself and big, tall empire. The more resource and river tiles worked on, the better.
For starters I recommend playing a relaxing difficulty and finding out what works. Science and culture are pretty key buildings, don't let your military lag on the demographics screen, and you don't want unhappiness over 9.